| 期刊論文| 1. | Amihud, Y.、Mendelson, H.(1986)。Asset pricing and the bid-ask spread。Journal of Financial Economics，17(2)，223-249。   | | 2. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy，81(3)，637-654。 | 其他| 1. | 夏煥庭(2003)。流動性對選擇權價之影響：台灣選擇權市場之分析。 延伸查詢 | | 2. | Amihud, Y. and H. Mendelson(1989)。The Effect of Computer Base Trading on Volatility and Liquidity。 | | 3. | Cetin, U., R. Jarrow, P. Protter, and M. Warachka(2003)。Option Pricing with Liquidity Risk。 | | 4. | Dubil, R.(2003)。How to Include Liquidity in A Market VaR Statistic。 | | 5. | Garay, U., J. Roxana, and L. Mechele(2003)。The relationship between options moneyness and liquidity: Evidence from options on futures on S&P 500 Index。 | | 6. | Krakovsky, A.(1999)。Pricing Liquidity into Derivatives。 | |