期刊論文| 1. | Stoll, H. R.、Whaley, R. E.(1986)。Program Trading and Expiration Day Effects。Financial Analysts Journal，43(2)，16-28。   |
| 2. | 吳易欣(2003)。由VIX指數分析股市變盤訊號。債券觀察家，2003(4月號)，1-4。 延伸查詢 |
| 3. | Klemkosky, R. C.(1978)。The Impact of Option Expiration on Stock Prices。Journal of Financial and Quantitative Analysis，13(3)，507-518。 |
| 4. | Pope, P. F.、Yadav, Pradeep K.(1992)。The Impact of Expiration on Underlying Stocks: the UK Evidence。Journal of Business Finance and Accounting，19(3)，329-344。 |
| 5. | Whaley, R. E.(1986)。Valuation of American Futures Options: Theory and Empirical Tests。The Journal of Finance，41(1)，127-150。 |
| 6. | Harvey, C. R.、Whaley, R. E.(1991)。S&P 100 Index Option Volatility。The Journal of Finance，46(4)，1551-1561。 |
| 7. | Galai, D.(1997)。Tests of Market Efficiency of the Chicago Board Options Exchange。The Journal of Business，50(2)，167-197。 |
| 8. | Stoll, Hans R.、Whaley, Robert E.(1991)。Expiration-day Effects: What Has Changed?。Financial Analysts Journal，47(1)，58-72。 |
| 9. | Harvey, C. R.、Whaley, R. E.(1992)。Market Volatility Prediction and the Efficiency of S&P 100 Index Options Market。Journal of Financial Economics，31(1)，43-73。 |
| 10. | French, Kenneth R.、Roll, Richard(1986)。Stock Return Variances: The Arrival of Information and the Reaction of Traders。Journal of Financial Economics，17(1)，5-26。 |
| 11. | Schwert, G. William(1990)。Stock Volatility and the Crash of '87。Review of Financial Studies，3(1)，77-102。 |
| 12. | 吳承康(20020900)。芝加哥選擇權交易所波動度指數(VIX)簡介。臺灣期貨市場，4(5)，17-23。 延伸查詢 |
| 13. | Whaley, R. E.(20000300)。The Investor Fear Gauge。Journal of Portfolio Management，26(3)，12-17。 |
| 14. | Schwert, G. William(1989)。Why Does Stock Market Volatility Change Over Time?。Journal of Finance，44(5)，1115-1153。 |
| 15. | Dumas, Bernard、Fleming, Jeff、Whaley, Robert E.(1998)。Implied Volatility Functions: Empirical Tests。Journal of Finance，53(6)，2059-2106。 |
| 16. | French, Kenneth R.、Schwert, G. William、Stambaugh, Robert F.(1987)。Expected stock returns and volatility。Journal of Financial Economics，19(1)，3-29。 |
| 17. | Ederington, Louis H.(1979)。The Hedging Performance of the New Futures Markets。Journal of Finance，34(1)，157-170。 |
| 18. | Christie, Andrew A.(1982)。The Stochastic Behavior of Common Stock Variances: Value, Leverage and Interest Rate Effects。Journal of Financial Economics，10(4)，407-432。 |
其他| 1. | (2003)。Frequently Asked Questions about the New VIX，http://www.cboe.com/micro/vix/faq.asp。 |
| 2. | (2005)。Guide to the Volatility indices of Deutsche Borse，http://Deutsche-eutscheboerse.com/dbag/dispatch/en/binary/gdb_content_pool/Imported_files/public_files/10_downloads/50_informations_services/30_Indices_Index_Licensing/21_guidelines/40_volatility_indie es/vdax_guide.pdf。 |
| 3. | Hulbert, M.(2003)。Chicago Board Options Exchange, VIX Introduction，http://www.cboe.com/micro/vix/index.asp。 |
| 4. | (2003)。THE NEW CBOE VOLATILITY INDEX-VIX，www.cboe.com/micro/vix/vixwhite.pdf。 |
| 5. | (2003)。VIX Introduction, Vix Whitepaper，http://www.cboe.com/micro/vix/index.asp。 |
| 6. | (2003)。Vix Whitepaper，http://www.cboe.com/micro/vix/vixwhite.pdf。 |