| 期刊論文| 1. | Bakshi, G.、Kapadia, N.、Madan, D.(2003)。Stock return characteristics, skew laws, and differential pricing of individual equity options。Review of Financial Studies，16，101-143。   | | 2. | Chang, B. Y.、Christoffersen, P.、Jacobs, K.、Vainberg, G.(2011)。Option-implied measures of equity risk。Review of Finance，16(2)，385-428。 | | 3. | French, D. W.、Groth, J. C.、Kolari, J. W.(1983)。Current investor expectations and better betas。Journal of Portfolio Management，10(1)，12-17。 | | 4. | Friend, Irwin、Blume, Marshall(1970)。Measurement of portfolio performance under uncertainty。American Economic Review，60(4)，561-575。 | | 5. | Stambaugh, R. F.(1982)。On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis。Journal of Financial Economics，10(3)，237-268。 | | 6. | Duan, J. -C.、Wei, J.(2009)。Systematic risk and the price structure of individual equity options。Review of Financial Studies，22，1981-2006。 | | 7. | Bakshi, G.、Madan, D. B.(2000)。Spanning and Derivative Security Valuation。Journal of Financial Economics，55(2)，205-238。 | | 8. | Jiang, George J.、Tian, Yisong S.(2005)。The Model-Free Implied Volatility and Its Information Content。Review of Financial Studies，18(4)，1305-1342。 | | 9. | Russell-Bennett, Rebekah、McColl-Kennedy, Janet R.、Coote, Leonard V.(2007)。Involvement, satisfaction, and brand loyalty in a small business services setting。Journal of Business Research，60(12)，1253-1260。 | | 10. | Carr, Peter、Wu, Liuren(2009)。Variance Risk Premiums。The Review of Financial Studies，22(3)，1311-1341。 | | 11. | Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance，47(2)，427-465。 | 研究報告| 1. | Buss, A.、G. Vilkov(2011)。Option-implied correlation and factor betas revisited。Goethe University。 | | 2. | Chen, R.-R.、Kim, D.、Panda, D.(2011)。On the ex-ante cross-sectional relation between risk and return using option-implied information。Graduate School of Business Administration Fordham University。 | |