| 期刊論文| 1. | Fama, Eugene F.(1970)。Efficient Capital Market: A Review of Theory and Empirical Work。The Journal of Finance，25(2)，383-417。   | | 2. | Amihud, Y.、Mendelson, H.(1987)。Trading Mechanism and Stock Return: An Empirical Investigation。The Journal of Finance，1987(Jul.)，553-565。 | | 3. | Chiou, Jengren、Wu, Teng Tseng(1990)。The Computerization of Securities Industry In Taiwan。The Impact of Technology on Business, Research, and Education，1990(Mar.)，197-216。 | | 4. | Harris, Lawrence(1989)。S&P 500 Stock Price Volatility。The Journal of Finance，1989(Dec.)，1155-1175。 | | 5. | Karpoff, Jonathan M.(1987)。The Relation Between Price Changes and Trading Volumn: A Survey。Journal of Financial and Quantitative Analysis，22，109-126。 | | 6. | Schwert, G. William(1989)。Why Does Stock Market Volatility Change Over Time?。Journal of Finance，44(5)，1115-1153。 | | 7. | Black, Fisher(1986)。Noise。Journal of Finance，41(3)，529-543。 | 圖書| 1. | Shiller, Robert J.(1989)。Market Volatility。The MIT Press。 | | 2. | Schwartz, Robert A.(1988)。Equity Markets: Structure, Trading, and Performance。Harper and Row Publishers。 | | 3. | Garbade, Kenneth(1987)。Securities Markets。McGraw-Hill Book Company。 | | 4. | U. S. Government Report Printing Office(1988)。Report of The Presidential Task Force on Market Mechanism。 | 圖書論文| 1. | Cohen, Kalman J.、Schwartz, Robert A.(1989)。An Electronic Call Market: Its Design and Desirability。The Challenge of Information Technology for the Securities Markets, Liquidity, Valatility, and Global Trading。Richard D. Irwin Inc.。 | | 2. | Amihud, Yakov(1985)。An Intergrated Computerized Trading System。Market Making and the Changing Structure of Security Industry。Lexington, MA：Lexington Books。 | | 3. | Amihud, Yakov、Mendelson, Haim(1989)。The Effect of Computer Base Trading on Volatility and Liquidity。The Challenge of Information Technology for the Securities Markets, Liquidity, Volatility, and Global Trading。Homewood, IL：Dow Jones and Company, Inc.。 | | 4. | Grasso, Richard A.(1989)。The View from the New York Stock Exchange。The Challenge of Information Technology for the Securities Markets, Liquidity, Volatility, and Global Trading。 | | 5. | Levitt, Arthur(1989)。The View from the American Stock Exchange。The Challenge of Information Technology for the Securities Markets, Liquidity, Volatility, and Global Trading。 | | 6. | Wood, Robert A.(1989)。Survival Strategies for Exchanges。The Challenge of Information Technology for the Securities Markets, Liquidity, Volatility, and Global Trading。 | | 7. | Brodsky, William J.(1989)。The View from the Chicago Mercantile Exchange。The Challenge of Information Technology for the Securities Markets, Liquidity, Volatility, and Global Trading。 | | 8. | Phillips, Susan M.(1989)。The Increasing Impack of Computer Technology。The Challenge of Information Technology for the Securities Markets, Liquidity, Volatility, and Global Trading。 | |