期刊論文1. | Rubinstein, M.(1983)。Displaced Diffusion Option Pricing。Journal of Finance,38,213-217。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Cheng, L. T. W.、Fung, J. K. W.、Chan, K. C.(2000)。Pricing Dynamics of Index Options and Index Futures in Hong Kong before and during the Asian Financial Crisis。Journal of Futures Markets,20(2),145-166。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Cheng, L. T. W.、Fung, J. K. W.、Chan, K. C.(1997)。The Intraday Pricing Efficiency of Hong Kong Hang Seng Index Options and Futures Markets。The Journal of Futures Markets,17(7),797-815。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Easton, S. A.(1997)。Put-Call Parity with Futures-Style Margining。Journal of Futures Markets,17(2),215-227。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Stoll, H.(1969)。The relationship between put and call option prices。Journal of Finance,24(5),319-332。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Fung, J. K. W.、Mok, H. M. K.(2001)。Index Options-Futures Arbitrage: A Comparative Study with Bid-Ask and Transaction Data。Financial Review,36(1),71-94。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Booth, G. G.、So, R. W.、Tse, Y.(1999)。Price Discovery in the German Equity Index Derivatives Markets。The Journal of Futures Markets,19(6),619-643。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Lee, J. H.、Nayar, N.(1993)。A Transactions Data Analysis of Arbitrage between Index Options and Index Futures。The Journal of Futures Markets,13(8),889-902。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Geske, R.(1979)。The Valuation Compound Options。Journal of Financial Economics,7,63-81。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Fleming, Jeff、Ostdiek, Barbara、Whaley, Robert E.(1996)。Trading Costs and the Relative Rates of Price Discovery in Stock, Futures, and Option Markets。The Journal of Futures Markets,16(4),353-387。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Finnerty, J. E.、Park, H. Y.(1987)。Stock Index Futures: does the Tail Wag the Dog。Financial Analysts Journal,43(2),57-61。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Kawaller, I. G.、Koch, P. D.、Koch, T. W.(1987)。The temporal price relationship between S&P 500 futures and the S&P 500 index。The Journal of Finance,42(5),1309-1329。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Chan, Kalok S.(1992)。A Further Analysis of the Lead-Lag Relationship Between the Cash Market and Stock Index Futures Market。Review of Financial Studies,5(1),123-152。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Stoll, Hans R.、Whaley, Robert E.(1990)。The Dynamics of Stock Index and Stock Index Futures Returns。Journal of Financial and Quantitative Analysis,25(4),441-468。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Fung, J. K. W.、Chan, K. C.(1994)。On the Arbitrage-Free Pricing Relationship Between Index Futures and Index Options: A Note。Journal of Futures Markets,14,957-962。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Draper, Paul、Fung, Joseph K. W.(2002)。A Study of Arbitrage Efficiency Between The FTSE-100 Index Futures and Options Contracts。Journal of Futures Markets,22(1),31-58。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science,4(1),141-183。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Cox, John C.、Ross, Stephen A.(1976)。The Valuation of Options for Alternative Stochastic Processes。Journal of Financial Economics,3(1/2),145-166。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |