| 期刊論文1. | Mazouz, K.(2004)。The Effect of CBOE Option Listing on the Volatility of NYSE Traded Stocks: a Time-Varying Variance Approach。Journal of Empirical Finance,11(5),695-708。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Lynch, Anthony W.、Mendenhall, Richard R.(1997)。New Evidence on Stock Price Effect Associated with Changes in the S&P 500 Index。The Journal of Business,70(3),351-383。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Beneish, M. D.、Gardner, J. C.(1995)。Information costs and liquidity effects from change in the Dow Jones Industrial Average list。Journal of Financial and Quantitative Analysis,30(1),135-157。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Chung, R.、Kryzanowski, L.(1998)。Are the market effects associated with revisions to the TSE300 index robust?。Multinational Finance Journal,2(1),1-36。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Dianek, Denis、Mcconnell, John J.、Ovtchinnikv, Alexei V.、Yu, Yun(2003)。S &P 500 Index Additions and Earnings Expectation。The Journal of Finance,3(5),1821-1840。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Erwin, G. R.、Miller, J. M.(1998)。The Liquidity Effect Associated with Addition of a stock to the S&P500 Index: Evidence from Bid/ask Spreads。The Financial Review,33,131-146。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Lamoureux, Christopher, G.、Wansley, James W.(1987)。Market Affects of Changes in the Standard & Poor's 500 Index。Financial Review,22(1),53-69。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Woolridge, J. Randall、Chinmoy, Ghosh(1986)。Institutional Trading and Security Prices: The Case of Changes in the Composition of the S&P 500 Index。Journal of Financial Research,9(1),13-24。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Dhillon, U.、Johnson, H.(1991)。Changes in the Standard and Poor’s 500 Lists。Journal of Business,64,75-85。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Gurel, E.、Harris, L.(1986)。Price and Volume Effects Associated with Changes in the S&P 500 List: New evidence for the Existence of Price Pressure。The Journal of Finance,41(4),815-829。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 11. | Barber, Brad M.、Lyon, John D.(1997)。Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics。Journal of Financial Economics,43(3),341-372。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 12. | Shleifer, Andrei(1986)。Do Demand Curves for Stocks Slope Down?。Journal of Finance,41(3),579-590。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 研究報告1. | Barontini, R.、Rigamonti, S.(2000)。Stock Index Futhers and the Effect on Cash Market in Italy: Evidence from Change in Index。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Deininger, C.、Kaserer, C.、Roos, S.(2000)。Stock price effects associated with index replacement in Germany。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |