期刊論文| 1. | Chiao, C.、Cheng, D. C.、Shao, Y.(2006)。The Informative Content of the Net-buy Information of Institutional Investors in the Taiwan Stock Market: A Revisit Using Conditional Analysis。Review of Pacific Basin Financial Markets and Policies，9(4)，661-697。   |
| 2. | 張巧宜、張傳盛(20111100)。多空期間投資人情緒與臺股期貨報酬關係。期貨與選擇權學刊，4(2)，113-138。 延伸查詢 |
| 3. | Chang, C. C.、Hsieh, P. F.、Lai, H. N.(2009)。Do Informed Option Investors Predict Stock Returns? Evidence from the Taiwan Stock Exchange。Journal of Banking and Finance，33，757-764。 |
| 4. | Johnson, Travis L.、So, Eric C.(2012)。The Option to Stock Volume Ratio and Future Returns。Journal of Financial Economics，106(2)，262-286。 |
| 5. | Roll, R.、Schwartz, E.、Subrahmanyam, A.(2010)。O/S: The Relative Trading Activity in Options and Stock。Journal of Financial Economics，96(1)，1-17。 |
| 6. | 許溪南、王健聰、黃文芳(20101100)。臺灣股市三大法人買賣超型態、強度與報酬之關聯性。中華管理評論，13(4)，(6)0-(6)21。 延伸查詢 |
| 7. | Kang, J.、Park, H. J.(2014)。How Informed Investors Take Advantage of Negative Information in Options and Stock Markets。Journal of Futures Markets，34(6)，516-547。 |
| 8. | 韓千山、李宗培、杜俊賢(20090900)。股票與選擇權市場之資訊交易與訊息揭露。輔仁管理評論，16(3)，1-21。 延伸查詢 |
| 9. | Pan, Jun、Poteshman, Allen M.(2006)。The information in option volume for future stock prices。Review of Financial Studies，19，871-908。 |
| 10. | Dennis, P. J.、Strickland, D.(2002)。Who Blinks in Volatile Markets, Individuals or Institutions?。Journal of Finance，57(5)，1923-1949。 |
| 11. | Chang, C. C.、Hsieh, P. F.、Wang, Y. H.(2010)。Information content of options trading volume for future volatility: evidence from Taiwan options market。Journal of Banking and Finance，34，174-183。 |
| 12. | Chan, K. C.、Chang, Y.、Lung, P. P.(2009)。Informed trading under different market conditions and moneyness: Evidence from TXO options。Pacific-Basin Finance Journal，17，189-208。 |
| 13. | Ge, Li、Lin, Tse-Chun、Pearson, Neil D.(2016)。Why Does the Option to Stock Volume Ratio Predict Stock Returns?。Journal of Financial Economics，120(3)，601-622。 |
| 14. | Lee, Y. H.、Wang, D. K.(2016)。Information Content of Investor Trading Behavior: Evidence from Taiwan Index Options Market。Pacific-Basin Finance Journal，38，149-160。 |
| 15. | Easley, David、O'Hara, Maureen、Srinivas, P. S.(1998)。Option volume and stock prices: Evidence on where informed traders trade。Journal of Finance，53(2)，431-465。 |
| 16. | Chakravarty, S.、Gulen, H.、Mayhew, S.(2004)。Informed Trading in Stock and Option Markets。Journal of Finance，59，1235-1257。 |
| 17. | Gunasekarage, Abeyratna、Power, David M.(2001)。The profitability of moving average trading rules in South Asian stock markets。Emerging Markets Review，2(1)，17-33。 |
| 18. | 許溪南(20151200)。Options Trading, Buy Side or Sell Side? Theoretical Analysis and Interpretation。期貨與選擇權學刊，8(3)，97-148。 |
| 19. | 謝佩芳、張傳章、賴弘能、許為森(20170400)。The Relative Trading Activity in Options and Stock: Evidences from the Taiwan Stock Exchange。期貨與選擇權學刊，10(1)，1-39。 延伸查詢 |
| 20. | Fabozzi, Frank J.、Francis, Jack C.(1977)。Stability tests for alphas and betas over bull and bear market conditions。Journal of Finance，32(4)，1093-1099。 |
| 21. | Webb, R. I.、Ryu, D.、Ryu, D.、Han, J.(2016)。The Price Impact of Futures Trades and Their Intraday Seasonality。Emerging Markets Review，26，80-98。 |
| 22. | Ryu, D.、Yang, H.(2018)。The Directional Information Content of Options Volumes。Journal of Futures Markets，38(12)，1533-1548。 |
| 23. | Boyd, N.、Locke, P.(2014)。Price Discovery in Futures and Options Markets。Journal of Futures Markets，34(9)，853-867。 |
| 24. | Blau, B. M.、Nguyen, N.、Whitby, R. J.(2014)。The Information Content of Option Ratios。Journal of Banking & Finance，43，179-187。 |
| 25. | 楊雅薇、林姿瑩、吳國堯(20210100)。臺指選擇權相對於股指交易量比率與現貨報酬率間的分量迴歸分析。管理與系統，28(1)，33-59。 延伸查詢 |