期刊論文| 1. | Jayaraman, N.、Shastri, K.、Tandon, K.(1993)。The Impact of International Cross Listings on Risk and Return: The Evidence from American Depository Receipts。Journal of Banking and Finance，17(1)，91-103。   |
| 2. | French, Dan W.(1984)。The Weekend Effect on the Distribution of Stock Prices-Implications for Option Pricing。Journal Financial Economics，13(4)，547-559。 |
| 3. | Kim, M.、Szakmary, Andrew C.、Mathur, I.(2000)。Price Transmission Dynamics between ADRs and Their Underlying Foreign Securities。Journal of Banking and Finance，24(8)，1359-1382。 |
| 4. | 周冠男、徐之強、吳昭勳(20040300)。美國存託憑證報酬與風險傳遞之研究。中山管理評論，12(1)，37-62。 延伸查詢 |
| 5. | Kato, K.、Linn, S.、Schallheim, J.(1991)。Are There Arbitrage Opportunities in the Market for American Depository Receipts。Journal of International Financial Markets，1，73-89。 |
| 6. | 沈中華(19980000)。海外存託憑證與普通股之間價格傳遞關係--臺灣之實驗研究。證券市場發展，10(2)=38，37-62。 延伸查詢 |
| 7. | Domowitz, L.、Glen, J.、Madhavan, A.(1998)。International Cross-Listing and Order Flow Migrations: Evidence from an Emerging Market。Journal of Finance，53，2001-2027。 |
| 8. | Foerster, S. R.、Karolyi, G. A.(1993)。International Listing of Stocks: The Case of Canada and the U. S.。Journal of International Business Studies，24，763-784。 |
| 9. | Foerster, S. R.、Karolyi, G. A.(1999)。The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stock Listing in the United States。Journal of Finance，24，763-784。 |
| 10. | Gande, A.(1997)。American Depositary Receipts: Overview and Literature Survey。Financial Markets Industry and Instruments，6，61-83。 |
| 11. | Martell, T. F.、Rodriguez, L. Jr.、Webb, G. P.(1999)。The Impact of Listing Latin American ADRs on the Risk and Returns of the Underlying Shares。Global Finance Journal，10，147-160。 |
| 12. | Wahab, M.、Lashgari, M.、Cohn, R.(1992)。Arbitrage Opportunity in the American Depository Receipts Market Revisited。Journal of International Financial Markets Institutions and Money，2，97-130。 |
| 13. | Fama, E. F.(1965)。The behavior of stock market prices。Journal of Business，38(1)，34-105。 |
| 14. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。 |
| 15. | Bollerslev, Tim、Chou, Ray Y.、Kroner, Kenneth F.(1992)。ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence。Journal of Econometrics，52(1/2)，5-59。 |
| 16. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。 |
| 17. | Lin, Wen-Ling、Engle, Robert F.、Ito, Takatoshi(1994)。Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility。Review of Financial Studies，7(3)，507-538。 |
| 18. | Glosten, Lawrence R.、Jagannathan, Ravi、Runkle, David E.(1993)。On the Relation Between the Expected Value and the Volatility on the Nominal Excess Returns on Stocks。Journal of Finance，48(5)，1779-1801。 |
| 19. | Mandelbrot, Benoit B.(1963)。The Variation of Certain Speculative Prices。The Journal of Business，36(4)，394-419。 |