| 期刊論文| 1. | Heston, S. L.,、Rouwenhorst, K. G.(1994)。Does industrial structure explain the benefits ofinternational diversification?。Journal of Financial Economics，36，3-27。   | | 2. | Campbell, John Y.、Lettau, Martin、Malkiel, Burton G.、Xu, Yexiao(2001)。Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk。Journal of Finance，56(1)，1-43。 | | 3. | Roll, Richard(1992)。Industrial structure and the comparative behavior of international stock market indices。Journal of Finance，47(1)，3-42。 | | 4. | Bollerslev, Tim、Wooldridge, Jeffrey M.(1992)。Quasi Maximum Likelihood Estimation and Inference in Dynamic Models with Time Varying Covariances。Econometric Reviews，11(2)，143-172。 | 研究報告| 1. | Catão, L.、Timmerman, A.(2003)。Country and Industry Dynamics in Stock Returns。 | |