期刊論文| 1. | 林啟明(2000)。國內期貨市場交易價量趨勢分析。台灣期貨市場，2，23-34。 延伸查詢 |
| 2. | Elfakhani, S.(2000)。Short position, size effect, and the liquidity hypothesis: Implications for stock performance。Applied Financial Economic，10(1)，105-116。  |
| 3. | Haruvy, E.、Noussair, C. N.(2006)。The effect of short-selling on bubbles and crashes in experimental spot asset markets。Journal of Finance，61(3)，1119-1157。 |
| 4. | Lamba, A. S.、Ariff, M.(2006)。Short selling restrictions and market completeness: The Malaysian experience。Applied Financial Economics，16(5)，385-93。 |
| 5. | 龔尚智、吳其昌(20000300)。以新上市公司樣本探討店頭市場開放信用交易對其股價波動性及效率性之影響。輔仁管理評論，7(1)，161-181。 延伸查詢 |
| 6. | Hardouvelis, G. A.、Peristiani S.(1992)。Margin Requirements, Speculative Trading, and Stock Price Fluctuations: The Case of Japan。Quarterly Journal of Economics，107(4)，1333-1371。 |
| 7. | Christophe, S. E.、Ferri, M. G.、Angel, J. J.(2004)。Short-selling prior to earnings announcements。Journal of Finance，59(4)，1845-1876。 |
| 8. | Cox, C. C.(1976)。Futures Trading and Market Information。Journal of Political Economy，84，1215-1237。 |
| 9. | Desai, Hemang、Ramesh, K.、Thiagarajan, S. Ramu、Balachandran, Bala V.(2002)。An Investigation of the Informational Role of Short Interest in the NASDAQ Market。Journal of Finance，57(5)，2263-2287。 |
| 10. | Merton, R. C.(1980)。On Estimating the Expected Return on the Market: An Exploratory Investigation。Journal of Financial Economics，8(4)，323-361。 |
| 11. | Taylor, S. J.、Xu, X.(1997)。The incremental volatility information in one million foreign exchange quotations。Journal of Empirical Finance，4，317-340。 |
| 12. | Nelson, Daniel B.(1992)。Filtering and Forecasting with Misspecified ARCH Models I: Getting the Right Variance with the Wrong Model。Journal of Econometrics，52(1/2)，61-90。 |
| 13. | Asquith, P.、Pathak, P.、Ritter, J.(2005)。Short interest, institutional ownership, and stork returns。Journal of Financial Economics，78(2)，243-276。 |
| 14. | Schwert, G. W.、Seguin, P. J.(1990)。Heteroskedasticity in Stock Return。Journal of Finance，45(4)，1129-1156。 |
| 15. | Seguin, P. J.、Jarrell, G. A.(1993)。The Irrelevance of Margin: Evidence from the Crash of '87。Journal of Finance，48，1457-1473。 |
| 16. | Hsieh, David A.、Miller, Merton H.(1990)。Margin regulation and stock market volatility。Journal of Finance，45(1)，3-30。 |
| 17. | Hardouvelis, G. A.、Theodossiou, P.(2002)。The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets。Review of Financial Studies，15(5)，1525-1559。 |
| 18. | 姚海青、杜化宇、陳勝源(19991100)。我國股票市場融資比率與融券保證金成數調整對股價波動性影響之研究。證券市場發展，11(2)=42，129-154。 延伸查詢 |
| 19. | 莊家彰、管中閔(20051200)。臺灣與美國股市價量關係的分量迴歸分析。經濟論文，33(4)，379-404。 延伸查詢 |
| 20. | Hardouvelis, Gikas A.(1990)。Margin requirements, volatility, and the transitory component of stock prices。American Economic Review，80(4)，736-762。 |
| 21. | Schwert, G. William(1989)。Why Does Stock Market Volatility Change Over Time?。Journal of Finance，44(5)，1115-1153。 |
| 22. | Ball, Ray、Brown, Philip(1968)。An Empirical Evaluation of Accounting Income Numbers。Journal of Accounting Research，6(2)，159-178。 |
| 23. | French, Kenneth R.、Schwert, G. William、Stambaugh, Robert F.(1987)。Expected stock returns and volatility。Journal of Financial Economics，19(1)，3-29。 |
| 24. | Andersen, Torben G.、Bollerslev, Tim、Diebold, Francis X.、Ebens, Heiko(2001)。The Distribution of Realised Stock Return Volatility。Journal of Financial Economics，61(1)，43-76。 |
| 25. | Andersen, Torben G.、Bollerslev, Tim、Diebold, Francis X.、Labys, Paul(2001)。The Distribution of Realized Exchange Rate Volatility。Journal of the American Statistical Association，96(453)，42-55。 |
| 26. | 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。 |
| 27. | Ross, Stephen A.(1989)。Information and Volatility: The No-arbitrage Martingale Approach to Timing and Resolution Irrelevancy。The Journal of Finance，44(1)，1-17。 |
| 28. | Lin, C. C.、Chiang, M-H.。Volatility Effect of ETFs on the Constituents of the Underlying Taiwan 50 Index。Applied Financial Economics，15，1315-1322。 |