| 期刊論文| 1. | Cai, J.、Cheung, Y. L.、Lee, R. S. K.、Melvin, M.(2001)。Once-in-a-generation Yen Volatility in 1998: Fundamentals, Intervention, and Order Flow。Journal of International Money and Finance，20(3)，327-347。   | | 2. | Melvin, M. T.、Yin, X.(2000)。Public Information Arrival, Exchange Rate Volatility, and Quote Frequency。The Economic Journal，110，644-661。 | | 3. | Bologna, P.、Cavallo, L.(2002)。Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'Futures Effect' immediate? Evidence from the Italian stock exchange using GARCH。Applied Financial Economics，12(3)，183-192。 | | 4. | Brooks, Berman, G. R.、Davidson, S.(2000)。The Sydney Olympic Games Announcement and Australian Market Reaction。Applied Economics Letters，7，781-784。 | | 5. | Chen, M. H.、Kim, W. G.、Kim, H. J.(2005)。The Impacts of Macroeconomic and Noneconomic Forces on Hotel Stock Returns。International Journal of Hospitality Management。 | | 6. | Edmonds, R. G., Jr.、Kutan, A. M.(2002)。Is Public Information really Irrelevant in Explaining Asset Returns?。Economics Letters，76，223-229。 | | 7. | KRUEGER, THOMAS M.、KENNEDY, WILLIAM F.(1990)。An Examination of the Super Bowl Stock Market Predictor。The Journal of Finance，45(2)，691-697。 | | 8. | (20020622)。Passion, Pride, & Profit. A Survey of Football。The Economist，2002(Jun.)，2-15。 | | 9. | Berndt, Ernst R.、Hall, Bronwyn H.、Hall, Robert E.、Hausman, Jerry A.(1974)。Estimation and Inference in Nonlinear Structural Models。Annals of Economic and Social Measurement，3(4)，653-665。 | | 10. | Merton, R. C.(1980)。On Estimating the Expected Return on the Market。Journal of Financial Economics，8，323-361。 | | 11. | Engle, Robert F.、Ng, Victor K.(1993)。Measuring and testing the impact of news on volatility。The Journal of Finance，48(5)，1749-1778。 | | 12. | Ljung, Greta M.、Box, George E. P.(1978)。On a Measure of Lack of Fit in Time Series Models。Biometrika，65(2)，297-303。 | | 13. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。 | | 14. | Bollerslev, Tim(1987)。A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return。The Review of Economics and Statistics，69(3)，542-547。 | | 15. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。 | | 16. | Nelson, Daniel B.(1991)。Conditional Heteroskedasticity in Asset Returns: A New Approach。Econometrica: Journal of the Econometric Society，59(2)，347-370。 | 研究報告| 1. | Chen, M. H.(2002)。The 2000 Sydney Olympic Games & Australian Stock Market Reaction。Chia-Yi：National Chung Cheng University。 | 圖書| 1. | International Finance Corporation(2000)。Emerging Stock Markets Factbook。Washington, DC。 | 其他| 1. | Chang, S. J.(20020626)。Red-Devil Supporters True Winners of World Cup。 | | 2. | Lee, C. S.(20020626)。Managing Peak Society Under Cool-Headed Leadership。 | | 3. | Maceri, D.(20020531)。The World Cup: more than just a game。 | | 4. | Plate, T.(2002)。World Cup Could be a Step Toward Peace on Peninsula。 | | 5. | (20020520)。Success of Korean Soccer Squad Seen to Boost Bourse。 | |