| 期刊論文| 1. | Cheng, Minder、Madhavan, Ananth(2009)。The Dynamics of Leveraged and Inverse Exchange-Traded Funds。Journal of Investment Management，7(4)，43-62。   | | 2. | Trainor, William J. Jr.(2010)。Do Leveraged ETFs Increase Volatility。Technology and Investment，1(3)，215-220。 | | 3. | Ni, Sophie X.、Pearson, Neil D.、Poteshman, Allen M.(2005)。Stock price clustering on option expiration dates。Journal of Financial Economics，78(1)，49-87。 | | 4. | Bai, Qing、Bond, Shaun A.、Hatch, Brian C.(2015)。The Impact of Leveraged and Inverse ETFs on Underlying Stock Returns。Real Estate Economics，43(1)，37-66。 | | 5. | Chung, S. L.、Liu, W. R.、Tsai, W. C.(2014)。The impact of derivatives hedging on the stock market: Evidence from Taiwan's covered warrants market。Journal of Banking & Finance，42，123-133。 | 研究報告| 1. | Henderson, Brian J.、Pearson, Neil D.(2010)。The Price Impact of Large Hedging Trades。University of Illinois at Urbana-Champaign。 | | 2. | Pearson, Neil D.、Poteshman, Allen M.、White, Joshua S.(2008)。Does option Trading have a Pervasive Impact on Underlying Stock Prices?。University of Illinois at Urbana-Champaign。 | | 3. | Shum, P. M.、Hejazi, W.、Haryanto, E.、Rodier, A.(2015)。Intraday Share Price Volatility and Leveraged ETF Rebalancing。York University and University of Toronto。 | 其他| 1. | Lauricella, T.，Pulliam, S.，Gullapalli, D.(20081215)。Are ETFs Driving Late-Day Turns? Leveraged Vehicles Seen Magnifying Other Bets; Last-Hour Volume Surge。 | | 2. | Farrell, Maureen(2011)。What's Behind that Wild Final Hour of Trading，http://money.cnn.com/2011/11/08/markets/leveraged_etfs/index.htm。 | | 3. | Sorkin, Andrew R.(20111010)。Volatility, Thy Name Is E.T.F.。 | 圖書論文| 1. | Avramovic, Ana、Mackintosh, Phil(20081210)。Intraday Rollercoaster Rides: Market Moves at Day's End。Market commentary: Credit suisse Advanced Execution services。Credit Suisse。 | | 2. | Mackintosh, Phil、Lin, Victor(20111013)。ETF Trade Strategy: Triple Trouble。Credit Suisse Market Commentary。 | |