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一、中文部分 李志宏, 徐政義, 馬瑞辰, & 魏慧珊,(2017)。借券賣出交易對股票報酬率之影響。證券市場發展季刊,29(2),75-106。
范聖培(2014)。三大法人之買賣超行為對股價短期報酬之研究。國立中央大學財務金融學系在職專班碩士論文,桃園縣。
葉怡芬(2004)。信用交易之資訊內涵及其投資策略獲利性之研究。國立成功大學財務金融研究所碩士論文,台南市。
陳旻暄(2013)。賣空交易對股價報酬率影響之實證研究。國立中央大學財務金融學系碩士論文,桃園縣。
陳建宏(2011)。借券交易對股價變化影響研究。國立臺灣大學經濟學研究所碩士論文,台北市。
葉怡芬(2004)。信用交易之資訊內涵及其投資策略獲利性之研究。國立成功大學財務金融研究所碩士論文,台南市。
林珊妏(2005)。台灣股票市場信用交易之投資策略。國立東華大學國際經濟研究所碩士論文,花蓮縣。
蔡佩珊(2005)。台灣股票市場融券交易行為與股票報酬關係之研究。國立中正大學財務金融所碩士論文,嘉義縣。
二、英文部分 Barber, B. M., Lee, Y.-T., Liu, Y.-J., & Odean, T. (2008). Just How Much Do Individual Investors Lose by Trading? The Review of Financial Studies, 22(2), 609-632.
Carhart, M. M. (1997). On Persistence in Mutual Fund Performance. The Journal of Finance, 52(1), 57-82.
Chiao, C., & Lin, K.-I. (2004). The Informative Content of the Net-Buy Information of Institutional Investors: Evidence from the Taiwan Stock Market. Review of Pacific Basin Financial Markets and Policies, 07(02), 259-288.
Fama, E. F., & French, K. R. (1993). Common Risk-Factors in The Returns on Stocks and Bonds. Journal of Financial Economics, 33(1), 3-56.
Fang, H., Lu, Y. C., Yau, H. Y., & Lee, Y. H. (2013). Stock Characteristics Herded by Foreign Investors With Higher Abnormal Returns in The Taiwan Stock Market. Romanian Journal of Economic Forecasting, 16(4), 232-245.
Hong, G., & Lee, B. S. (2011). The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market. Japan and the World Economy, 23(4), 273-287.
Huang, R. D., & Shiu, C. Y. (2009). Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan. Financial Management, 38(3), 567-602.
Ko, K., Kim, K., & Cho, S. H. (2007). Characteristics and performance of institutional and foreign investors in Japanese and Korean stock markets. Journal of the Japanese and International Economies, 21(2), 195-213.
Lai, C.-J., Lou, K.-R., & Shiu, C.-Y. (2008). Does foreign investors trade predict stock return? evidence from taiwan. International Journal of Information and Management Sciences, 19(3), 477-494.
Lin, A., & Chen, C.-Y. (2006). The impact of qualified foreign institutional investors on Taiwan's stock market. Web Journal of Chinese Management Review, 9.
Zou, L. P., Tang, T. T., & Li, X. M. (2016). The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China. Journal of Multinational Financial Management, 37-38, 12-28.
三、網站部分 臺灣證券交易所,借券系統介紹,上網日期2012年6月,檢自: https://www.twse.com.tw/ch/products/SBL/download/edu-info.pdf |