| 期刊論文| 1. | Frino, Alex、Gallagher, David R.(2001)。Tracking S&P 500 Index Funds。Journal of Portfolio Management，28(1)，44-55。   | | 2. | Shin, S.、Soydemir, G.(2010)。Exchange-Traded Funds, Persistence in Tracking Errors and Information Dissemination。Journal of Multinational Financial Management，20，214-234。 | | 3. | Jarrow, Robert A.(2010)。Understanding the risk of leveraged ETFs。Finance Research Letters，7(3)，135-139。 | | 4. | Trainor, William J. Jr.、Carroll, Mark G.(2013)。Forecasting Holding Periods for Leveraged ETFs Using Decay Thresholds: Theory and Applications。Journal of Financial Studies & Research，2013，1-12。 | | 5. | Trainor, William J. Jr.(2010)。Do Leveraged ETFs Increase Volatility。Technology and Investment，1(3)，215-220。 | | 6. | Politis, D. N.、Romano, J. P.(1994)。The Stationary Bootstrap。Journal of the American Statistical Association，89(428)，1303-1313。 | | 7. | 蘇亭丰(20160400)。槓桿型與反向型ETF長短期追蹤績效之研究。期貨與選擇權學刊，9(1)，61-101。 延伸查詢 | | 8. | Avellaneda, M.、Zhang, S.(2009)。Path Dependence of Leveraged ETF Returns。SIAM Journal of Financial Mathematics，1(1)，586-603。 | | 9. | Bansal, Vipul K.、Marshall, John F.(2015)。A Tracking Error Approach to Leveraged ETFs: Are They Really That Bad?。Global Finance Journal，26，47-63。 | | 10. | Hill, J. M.、Foster, G. O.(2009)。Understanding Risk Returns of Leveraged and Inverse Funds: Examining Performance over Time。Journal of Indexes。 | 研究報告| 1. | Cheng, M.、Madhavan, A.(2009)。The dynamics of leveraged and inverse exchange traded funds (計畫編號：1539120)。Barclays Global Investors。 | | 2. | Leung, T.、Santoli, M.(2012)。Leveraged Exchange-traded Funds: Admissible Leverage and Risk Horizon。New York：Industrial Engineering & Operations Department, Columbia University。 | | 3. | Lu, L.、Wang, J.、Zhang, G.(2009)。Long Term Performance of Leveraged ETFs。Baruch College。 | 圖書| 1. | Guedj, H.、Li, G.、McCann, C.(2010)。Leveraged ETFs, Holding Periods and Investment Shortfalls。Securities Litigation and Consulting Group, Inc.。 | 單篇論文| 1. | Romano, J. A.(2012)。Tracking Error of Leveraged and Inverse ETF's，University of Central Florida。 | 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. | Robertso, K.(2003)。Equity Index Funds and Tracking Error。 | | 3. | Zweig, J.(20090228)。How Managing Risk with ETFs can Backfire。 | |