| 期刊論文1. | White, H.(1980)。A Heteroskedasticity-consistent Covariance Matrix and a Direct Test for Heteroskedasticity。Econometrica,48,721-746。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Booth, G. G.、So, R. W.、Tse, Y.(1999)。Price Discovery in the German Equity Index Derivatives Markets。The Journal of Futures Markets,19,619-643。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Brockman, P.、Tse, Y.(1995)。Information Shares in Canadian Agricultural Cash and Futures Markets。Applied Economics Letters,2,335-338。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Chu, Q. C.、Hsieh, G. W-L.、Tse, Y.(1999)。Price Discovery on the S&P 500 Index Markets: An Analysis of Spot Index 'Index Future' and SPDRs。International Review of Financial-Analysis,8,21-34。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Gastineau, Gary L.(2001)。Exchange Traded Funds: An Introduction。The Journal of Portfolio Management,27(3),88-96。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Harris, F. H. deB、Mclnish, T. H.、Shoesmith, G. L.、Wood, R. A.(1995)。Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets。Journal of Financial and Quantitative Analysis,30,563-579。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Kim, M.、Szakmary, A. C.、Schwarz, T. V.(1999)。Trading Costs and Price Discovery across Stock Index Futures, and Cash Markets。The Journal of Futures Markets,19,475-489。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | de Vassal, Vladimir(2001)。Risk diversification benefits of multiple-stock portfolio。The Journal of Portfolio Management,27(2),32-39。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Min, Jae Hoon、Najand, Mohammad(1999)。A Further Investigation of the Lead-lag Relationship Between the Spot Market and Stock Index Futures: Early Evidence from Korea。Journal of Futures Markets,19(2),217-232。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Lai, K. S.、Lai, M.(1991)。A Cointegration Test for Market Efficiency。Journal of Futures Markets,11,567-575。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 研究報告1. | 陳正斌、葛思惠(2002)。ETF在台灣發行交易之可行性研究。 延伸查詢![new window](/gs32/images/newin.png) | 2. | Hasbrouck, Joel(2002)。Intraday Price Formation in US Equity Index Markets。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 學位論文1. | 劉穎峰(2001)。交易所買賣基金在台灣發行之可行性研究(碩士論文)。國立中山大學。 延伸查詢![new window](/gs32/images/newin.png) | 2. | 張莉媛(2003)。美國存託憑證與標的股間價格傳導動態:以環太平洋國家為實證(碩士論文)。國立暨南國際大學。 延伸查詢![new window](/gs32/images/newin.png) | 圖書1. | 歐宏杰、賴朝隆、陳品橋、劉宗聖(2002)。全球指數型商品。商訊文化出版社。 延伸查詢![new window](/gs32/images/newin.png) | 2. | (20030207)。iShare公開說明書。 延伸查詢![new window](/gs32/images/newin.png) | |