期刊論文| 1. | Cowan, A. R.(1992)。Nonparametric Event Study Tests。Review of Quantitative Finance and Accounting，2(4)，343-358。   |
| 2. | Summers, Laurence H.、Summers, Victoria P.(1989)。When Financial Markets Work Too Well: A Cautious Case For a Securities Transactions Tax。Journal of Financial Services Research，3，261-286。 |
| 3. | Stiglitz, Joseph E.(1989)。Using tax policy to curb speculative short-term trading。Journal of Financial Services Research，3，101-115。 |
| 4. | Amihud, Y.、Mendelson, H.(1991)。Liquidity, Maturity, and the Yields on U.S. Treasury Securities。Journal of Finance，46(4)，1411-1425。 |
| 5. | Berkman, Henk、Eleswarapu, Venkat R.(1998)。Short-term traders and liquidity: a test using Bombay Stock Exchange data。Journal of Financial Economics，47(3)，339-355。 |
| 6. | Brockman, P.、Chung, D. Y.(2000)。Informed and Uninformed Trading in an Electronic, Order-Driven Environment。The Financial Review，35，125-146。 |
| 7. | Cheng, S. R.(2007)。A Study on the Factors Affecting Stock Liquidity。IJSS，3(4)，453-475。 |
| 8. | Dow, J.、Gorton, G.(1997)。Noise Trading, Delegated Portfolio Management and Economic Welfare。Journal of Political Economy，105，1024-1050。 |
| 9. | Palomino, F.(1996)。Noise Trading in Small Markets。Journal of Finance，51(4)，1537-1550。 |
| 10. | Greene, J.、Smart, S.(1999)。Liquidity Provision and Noise Trading: Evidence from the 'Investment Dartboard' Column。Journal of Finance，54(5)，1855-1899。 |
| 11. | Amihud, Yakov、Mendelson, Haim、Lauterbach, Beni(1997)。Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange。Journal of Financial Economics，45(3)，365-390。 |
| 12. | Admati, A. R.、Pfleiderer, P.(1988)。A Theory of Intraday Patterns: Volume and Price Variability。Review of Financial Studies，1(1)，3-40。 |
| 13. | Michaely, Roni、Thaler, Richard H.、Womack, Kent L.(1995)。Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?。Journal of Finance，50(2)，573-608。 |
| 14. | 葉銀華(1999)。摩根史坦利事件對股票異常報酬影響之研究。證券市場發展，11(2)=42，29-65。 延伸查詢 |
| 15. | Mikkelson, Wayne H.、Partch, M. Megan(1988)。Withdrawn Security Offerings。Journal of Financial and Quantitative Analysis，23(2)，119-133。 |
| 16. | Black, Fisher(1986)。Noise。Journal of Finance，41(3)，529-543。 |
| 17. | de Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Noise trader risk in financial markets。Journal of Political Economy，98(4)，703-738。 |
| 18. | Liang, B.(1999)。Price Pressure: Evidence from the 'Dartboard' Column。Journal of Business，72(1)，119-134。 |
| 19. | Glosten, Lawrence R.、Milgrom, Paul R.(1985)。Bid, ask and transaction prices in a specialist market with heterogeneously informed traders。Journal of Financial Economics，14(1)，71-100。 |
| 20. | Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica，53(6)，1315-1335。 |