| 期刊論文1. | Bernstein, Peter L.(1987)。Liquidity, Stock Markets, and Market Makers。Financial Management,16(2),54-62。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Amihud, Y.、Mendelson, H.(1986)。Liquidity and stock returns。Financial Analysts Journal,42(3),43-49。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Amihud, Y.、Mendelson, H.(1987)。Trading Mechanisms and Stock Returns: An Empirical Investigation。The Journal of Finance,42(3),533-553。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Fama, Eugene F.(1970)。Efficient Capital Market: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Garbade, Kenneth D.、Silber, William L.(1979)。Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk。Journal of Finance,34(3),577-593。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Fraser, Donald R.、Groth, John C.(1985)。Listing and the Liquidity of Bank Stocks。Journal of Bank Research,16(3),136-144。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Black, Fisher(1986)。Noise。Journal of Finance,41(3),529-543。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 會議論文1. | Reilly, Frank K.、Wright, David(1977)。An Analysis of Aggregate Stock Market Liquidity。Eastern Financial Association Meeting。Boston。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書1. | Brady Committee(1988)。The Report of the Presidential Task Force on Market Mechanism。Washington, DC:Government Printing Office。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Schwartz, Robert A.(1988)。Equity Markets: Structure, Trading, and Performance。Harper and Row Publishers。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Garbade, Kenneth(1987)。Securities Markets。McGraw-Hill Book Company。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Marsh, Terry、Rock, Kevin(1986)。Exchange Listing and Liquidity: A Comparison of the American Stock Exchange with the NASDAQ National Market System。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 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.。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Amihud, Yakov(1985)。An Intergrated Computerized Trading System。Market Making and the Changing Structure of Security Industry。Lexington, MA:Lexington Books。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 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.。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Chiou, Jengren、Wu, Teng Tseng(1990)。The Computerization of Securities Industry in Taiwan。The Impact of Technology on Business, Research, and Education。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Ketchum, Richard G.(1989)。Reacting to Current Trend。The Challenge of Information Technology for the Securities Markets, Liquidity, Volatility, and Global Trading。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Levitt, Arthur(1989)。The View from the American Stock Exchange。The Challenge of Information Technology for the Securities Markets, Liquidity, Volatility, and Global Trading。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Wood, Robert A.(1989)。Survival Strategies for Exchanges。The Challenge of Information Technology for the Securities Markets, Liquidity, Volatility, and Global Trading。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |