- 學位論文
台灣股價指數期貨到期效應與交易行為之關聯性
The Relationship between Expiration-day Effect and Trading Behavior：Evidence from TAIFEX
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並列摘要
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參考文獻
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6. Allen, F., Litov, L. and Mei, J. (2006), Large investors, price manipulation, and limits to arbitrage：An anatomy of market corners, Reviews of Finance 10, 645-693.
延伸閱讀
- 李修全、周賢榮（2003）。台灣股價指數期貨價量同時關係之研究。台灣金融財務季刊，4(4)，109-122。https://www.airitilibrary.com/Article/Detail?DocID=16079256-200312-4-4-109-122-a
- 菅瑞昌、闕河士、方怡（2013）。台灣期貨交易所股價指數期貨之交易量群聚與成因。管理與系統，20(1)，165-200。https://www.airitilibrary.com/Article/Detail?DocID=10239863-201301-201303250017-201303250017-165-200
- Su, C. H. (2008). 股價指數衍生性金融商品的到期效應：台灣的實證研究 [master's thesis, National Taipei Uinversity]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0023-2107200816442400
- 廖名毅（2011）。A Study of the Pricing Efficiency of TAIEX Index Options by Using TAIEX Index and TAIEX Index Futures〔碩士論文，國立虎尾科技大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0028-1307201116264100
- 張志向（2006）。The Impact of Introducting TAIEX Option on the Lead-Lag Relationship: Intrinsic Value and Types of Option。亞太經濟管理評論，10(1)，1-25。https://doi.org/10.30087/APEMR.200609.0001