中文部份
1.王月玲 (2003)，外資對台灣股市的影響，國立政治大學金融研究所碩士論文。2.何宇凡 (2003)，金融商品間日內資訊效率性之研究－台灣加權股價指數、指數期貨及指數選擇權，國立台灣科技大學企業管理系碩士論文。3.呂立偉 (2008)，台股三大法人交易資訊效率性與動能策略之探討，大葉大學國際企業研究所碩士論文。4.林金龍 (2007)，台股指數現貨、期貨及未平倉合約關聯性之研究，國立台北大學國際財務金融所碩士論文。5.林哲鵬、黃昭祥與李春安 (2006)，機構投資人行為與台灣股市報酬的關聯性，財務金融學刊，第14卷，第2期，111-150頁。6.邱馨儀 (2010)，三大法人投資行為與台灣股市指數報酬率之互動關係，樹德科技大學金融與風險管理系碩士論文。7.許溪南、王建聰、黃文芳 (2010)，台灣股市三大法人買賣超型態、強度與報酬之關聯性，中華管理評論國際學報，第13卷，第4期。
8.莊家玲 (2010)，台灣總體經濟因素與股市報酬率關係之實證研究，樹德科技大學金融與風險管理系碩士論文。9.陳麗娟 (2003)，股票、期貨與選擇權市場領先落後關係之研究，朝陽科技大學財務金融所碩士論文。10.黃琳勝 (2006)，外國機構投資人在台灣股票市場交易價量關聯性及其資訊內涵之研究，國立中興大學會計研究所碩士論文。11.楊淑芬 (2003)，股價指數衍生性金融商品與現貨的動態關係之研究，真理大學管理科學研究所碩士論文。12.游佳文 (2012)，台灣股票、期貨市場三大法人淨買賣超與報酬互動關係－以台灣加權股價指數為例，國立中正大學財務金融研究所碩士論文。13.廖朝正 (2009)，期貨三大法人未平倉部位與加權指數互動關係之研究，銘傳大學財務金融所碩士論文。14.趙詩容 (2002)，法人買賣超是否為投資人短期買賣的參考指標?以台灣股市為例，國立東華大學國際經濟學研究所碩士論文。15.蔡欣樺 (2012)，三大法人現貨買賣超、期貨未平倉口數對加權指數之影響，國立台灣大學財務金融研究所碩士論文。16.賴宏昌 (1998)，台股指數期貨與現貨間的關聯性之研究，國立中興大學企業管理系碩士論文。英文部份
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