期刊論文| 1. | Parisi, F.、Vasquez, A.(2000)。Simple technical trading rules of stock returns: evidence from 1987 to 1998 in Chile。Emerging Market Review，1(2)，152-164。   |
| 2. | Gencay, R.(1998)。The predictability of security returns with simple technical trading rules。Journal of Empirical Finance，5(4)，347-359。 |
| 3. | Jensen, M. C.、Bennington, G.(1970)。Random Walks and Technical Theories: Some Additional Evidences。Journal of Finance，25(2)，469-482。 |
| 4. | Habibullah, M. S.、Baharumshah, A. Z.(1996)。Money, output and stock prices in Malaysia: an application of the cointegration tests。International Economic Journal，10，121-131。 |
| 5. | Corrado, C. J.、Lee, S. H.(1992)。Filter Rule Tests of the Economic Significance of Serial Dependencies in Daily Stock Return。Journal of Financial Research，15(4)，369-387。 |
| 6. | Fama, Eugene F.、Blume, Marshall E.(1966)。Filter Rules and Stock-Market Trading。Journal of Business，39(1)，226-241。 |
| 7. | Brock, William、Lakonishok, Josef、LeBaron, Blake(1992)。Simple Technical Trading Rules and the Stochastic Properties of Stock Returns。The Journal of Finance，47(5)，1731-1764。 |
| 8. | Sullivan, R.、Timmermann, A.、White, H.(1999)。Data-snooping, Technical Trading Rule Performance, and the Bootstrap。Journal of Finance，54(5)，1647-1691。 |
| 9. | Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Worg。Journal of Finance，25(2)，383-417。 |
| 10. | Homa, K. E.、Jaffee, D. M.(1971)。The Supply of Money and Common Stock Price。Journal of Finance，26(5)，1045-1065。 |
| 11. | Mookerjee, R.、Yu, Q.(1987)。Macroeconomic variables and stock prices in a small open economy: the case of Singapore。Pacitlc-Basin Finance Journal，5(3)，377-346。 |
| 12. | Sweeny, R. J.(1986)。Beating the Foreign Exchange Market。Journal of Finance，41(1)，163-182。 |
| 13. | Fama, E. F.(1965)。The behavior of stock market prices。Journal of Business，38(1)，34-105。 |
| 14. | Ljung, Greta M.、Box, George E. P.(1978)。On a Measure of Lack of Fit in Time Series Models。Biometrika，65(2)，297-303。 |
| 15. | Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society，49(4)，1057-1072。 |
| 16. | Bessembinder, Hendrik、Chan, Kalok(1995)。The Profitability of Technical Trading Rules in the Asian Stock Markets。Pacific-Basin Finance Journal，3(2/3)，257-284。 |
| 17. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。 |
| 18. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。 |
| 19. | Brush, J. S.(1986)。Eight Relative Strength Models Compared。The Journal of Portfolio Management，13(1)，21-28。 |