期刊論文| 1. | Gorton, Gary B.、Pennacchi, George G.(1993)。Security baskets and index-linked securities。Journal of Business，66(1)，1-27。   |
| 2. | Fleming, Jeff、Ostdiek, Barbara、Whaley, Robert E.(1996)。Trading Costs and the Relative Rates of Price Discovery in Stock, Futures, and Option Markets。Journal of Futures Markets，16(4)，353-387。 |
| 3. | Low, Cheekiat(2004)。The Fear and Exuberance from Implied Volatility of S&P 100 Index Options。Journal of Business，77(3)，527-546。 |
| 4. | Fama, Eugene F.(19911200)。Efficient Capital Markets。Journal of Finance，46(5)，1575-1617。 |
| 5. | Subrahmanyam, A.(1991)。A Theory of Trading in Stock Index Futures。Review of Financial Studies，4(1)，17-51。 |
| 6. | Fama, E. F.(1965)。The behavior of stock market prices。Journal of Business，38(1)，34-105。 |
| 7. | Shleifer, Andrei(1986)。Do Demand Curves for Stocks Slope Down?。Journal of Finance，41(3)，579-590。 |
| 8. | Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance，25(2)，383-417。 |
| 9. | Lo, Andrew W.、MacKinlay, A. Craig(1988)。Stock market prices do not follow random walks: Evidence from a simple specification test。Review of Financial Studies，1(1)，41-66。 |
| 10. | Choi, H.、Subrahmanyam, A.(1994)。“Using intraday data to test for effects of index futures on the underlying stock markets,”。Journal of Futures Markets，14，293-322。 |
| 11. | Froot, K.、Perold, A.(1995)。New trading practices and short-run market efficiency。Journal of Futures Markets，15，731-765。 |
| 12. | Gammill, J.、Perold, A.(1989)。The changing character of stock market liquidity。Journal of Portfolio Management，15，13-18。 |
| 13. | Liu, S.(2007)。Equity options and the underlying stocks’ pricing efficiency: Evidence from the TSE。Review of Futures Markets，16(2)，197-213。 |
| 14. | Liu, S.(2008)。Index futures and predictability of the underlying stocks' returns: The case of the Nikkei 225。J. of Financial Services Research，34(1)，77-91。 |
| 15. | Liu, S.(2009)。The impacts of index options on the underlying stocks: The case of the S&P 100。Quarterly Review of Economics and Finance，49(3)，1034-1046。 |
| 16. | Poon, S.、Pope, P.(2000)。Trading volatility spreads: A test of index option market efficiency。European Financial Management，6，235-60。 |
| 17. | Kumar, R.、Sarin, A.、Shastri, K.(1995)。The impact of the listing of index options on the underlying stocks。Pacific-Basin Finance Journal，3，303-317。 |
| 18. | Liu, S.(2007)。Currency derivatives and exchange rate forecastability。Financial Analysts Journal，63(4)，72-78。 |