期刊論文| 1. | 王牲(1992)。融資比率及融券保證金成數與股價報酬波動關連性初探。證券金融季刊，34，51-79。 延伸查詢 |
| 2. | 王牲(1992)。融資比率及融券保證金成數與股價報酬波動關連性初探。證券金融季刊，35，62-92。 延伸查詢 |
| 3. | Damodaran, A.、Lim, J.(1991)。The Effects of Option Listing on the Underlying Stocks, Return Process。Journal of Banking and Finance，15，647-664。  |
| 4. | Damodaran, A.(1993)。A Simple Measure of Price Adjustment Coefficients。Journal of Finance，48(1)，387-401。 |
| 5. | Douglas, G.(1969)。Risk in the Equity Markets: An Empirical Appraisal of Market Efficiency。Yale Economic Essays，9，3-45。 |
| 6. | Hardouvelis, G.(1988)。Margin Requirements and Stock Market Volatility。The Federal Reserve Bank of New York Quarterly Review，13，80-89。 |
| 7. | Hsu, Yenshan(1996)。Margin Requirements and Stock Market Volatility: Another Look at the Case of Taiwan。Pacific-Basin Finance Journal，4，409-419。 |
| 8. | Lee, S. B.、Yoo, T. Y.(1993)。Margin Regulation and Stock Market Volatility: Further Evidence from Japan, Korea, and Taiwan。Pacific-Basin Finance Journal，1，155-174。 |
| 9. | Luckett, D. G.(1982)。On the Effectiveness of the Federal Reserve's Margin Requirements。Journal of Finance，37，783-795。 |
| 10. | Moore, T. G.(1966)。Stock Market Margin Requirements。Journal of Political Economy，74，158-167。 |
| 11. | Schwert, G. William(1989)。Margin Requirements and Stock Volatility。Journal of Financial Services Research，3(2/3)，153-164。 |
| 12. | Amihud, Y.、Mendelson, H.(1987)。Trading Mechanisms and Stock Returns: An Empirical Investigation。The Journal of Finance，42(3)，533-553。 |
| 13. | Hardouvelis, Gikas A.(1990)。Margin requirements, volatility, and the transitory component of stock prices。American Economic Review，80(4)，736-762。 |
| 14. | 謝劍平、陳瓊芬(19951000)。從美、日店頭市場的經驗看我國店頭市場之遠景。證券金融，47，27-56。 延伸查詢 |
| 15. | Hsieh, D. A.、Miller, M. H.(1990)。Margin Regulation and Market Volatility。Journal of Finance，45，3-29。 |
| 16. | Officer, Robert R.(1973)。The Variability of the Market Factor of the New York Stock Exchange。Journal of Business，46(3)，434-453。 |
| 17. | Fama, Eugene F.、Fisher, Lawrence、Jensen, Michael C.、Roll, Richard J.(1969)。The adjustment of stock prices to new information。International Economic Review，10(1)，1-21。 |