| 期刊論文| 1. | Amihud, Y.、Mendelson, H.(1987)。Trading Mechanisms and Stock Returns: An Empirical Investigation。Journal of Finance，42(3)，533-555。   | | 2. | Brown, K. C.、Harlow, W. V.、Tinic, S. M.(1988)。Risk aversion, uncertain information, and market efficiency。Journal of Financial Economics，22(2)，355-385。 | | 3. | Ajayi, R. A.、Mehdian, S.(1994)。Rational Investors' Reaction to Uncertainty: Evidence from the World's Major Markets。Journal of Business Finance & Accounting，21，533-545。 | | 4. | Abarbanell, J. S.、Bernard, V. L.(1992)。Test of Analysts Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior。Journal of Finance，47，1181-1207。 | | 5. | Liu, Shi-Miin、Thompson, S. R.(1990)。The Price-Adjustment Process and Efficiency of Grain Futures Markets Implied by Return Serious of Various Time Intervals。Review of Futures Markets，10，16-42。 | | 6. | Schnusenbery, O.、Madura, J.(2001)。Do U. S. Stock Market Indexes Over or Underreaction?。The Journal of Finance Research，22，179-204。 | | 7. | Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance，25(2)，383-417。 | | 8. | Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance，48(1)，65-91。 | | 9. | De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance，40(3)，793-805。 | 學位論文| 1. | 趙依仁(2004)。不同期間財務比率與台灣股票市場價格調整過程之研究(碩士論文)。國立臺北大學。 延伸查詢 | 圖書| 1. | Box, G. E. P.、Jenkins, G. M.(1976)。Time Series Analysis: Forecasting and Control。Holden-Day。 | |