中文部份：
方國光，2002，公司治理與經營績效之實證研究-以上海證券交易所上市公司為例，國立台北大學會計學系未出版碩士論文。何里仁，2003，公司治理之資訊透明度與績效評核關聯性之研究，私立逢甲大學會計與財稅研究所未出版之碩士論文。吳孟潔，2005，集團企業公司治理機制與外資持股關聯性之研究，國立台灣大學會計學研究所碩士論文。李孟芳，2003，股權結構對企業財務資訊揭露品質之影響-以上市電子業公司為例，國立成功大學會計學系研究所未出版之碩士論文。李俊龍，1990，公司規模、負債權益比與股票報酬關係之實證研究，私立東海大學企業管理研究所碩士論文。李詩將，2000，台灣上市公司所有權結構、資本結構與公司績效間相關性研究，高雄第一科技大學金融營運所未出版論文。
周行一、陳錦村、陳坤宏，1996，家族企業、聯屬持股與公司價值之研究，中國財務學刊，第4卷第1期，115-139林建廷，2001，台灣股票市場因子探討，國立東華大學國際經濟研究所碩士論文。邱厚銘，2004，公司治理對經營績效與併購行為影響之研究-以金融控股公司為例，國立中山大學企業管理學系碩士論文。俞海琴和周本鄂，1994，台灣地區上市公司董監事、關係人持股比率和公司Tobin’s Q關係之研究，管理評論，第13卷第1期，79-98
洪昕琳，2006，董監事質押與持股比率對財務危機之影響-以台灣上市公司2001~2005 年為例」，朝陽科技大學財務金融系碩士論文。高蘭芬，2002，董監事股權質押之代理問題對會計資訊與公司績效之影響，國立成功大學會計研究所博士論文。張升賓，1989，股價震盪幅度的衡量與分析，國立中山大學企業管理研究所碩士論文。張振山、包幸玉，2004，我國資訊公開制度之探討，證券暨期貨月刊，第22 卷4 期，15–24。張雅琳，2004，我國企業獨立董事機制與經營績效之關聯性研究，大葉大學會計資訊研究所未出版碩士論文。陳冠宙、陳育成、陳雪如，2005，影響上市公司網站資訊透明度因子之實證，會計與公司治理，第2卷第1期，33-59陳麗娟，2004，董事會組成、股權結構、關係人交易與企業績效關係之研究-以紡織業及電子業為實証，國立成功大學高階管理碩士在職專班未出版碩士論文。菅瑞昌、丁秀儀、闕河士，2008，經理人資訊揭露裁量與股票報酬率偏態關係，管理評論，第27卷，第3期。楊麗弘，1999，台灣上市公司股權結構與經營績效研究-由董監事持股質押效果論之，長庚大學管理學研究所未出版碩士論文。葉銀華，2002，從台灣上市公司網站資訊揭露看透明度，會計研究月刊，第200期：頁70-77。熊大中，2000，我國企業財務危機與董監股權質押關聯性之研究，國立成功大學會計研究所未出版碩士論文。劉嘉惠，(2003)，公司治理下股權結構與經營績效關係之研究--兼論美、日、韓公司治理制度，長榮大學經營管理研究所未出版碩士論文。劉綠萍，2003，董監事股權質押的代理問題與公司價值關聯性之研究，國立台北大學企業管理系博士論文。鄧宏旭，2007，公司治理、經營績效對資訊揭露影響之研究，國立政治大學會計研究所未出版之碩士論文。謝佩芬，2003，財務指標與非會計資訊對股價之影響－Ohlson 模型之延伸應用，國際貿易研究所碩士論文。謝淑惠，1991，台灣地區股價泡沫現象之檢定，國立政治大學國際貿易研究所碩士論文。顏甄慧，2007，內部人、機構投資人與績效關聯性之研究，國立高雄第一科技大學金融營運研究所未出版之碩士論文。英文部份：
Adams, R. B., Almeida, H., and Ferreira, D. (2005), “Powerful CEOs and Their Impact on Corporate Performance”, Review of Financial Studies, 18, pp.1403-1432.
Agrawal, A. (1990), “Large Shareholders and the Monitoring of Managers : The Case of Anti-takeover Charter Amendments”, The Journal of Financial &; Quantitative Analysis, 25, pp.143-161
Agrawal, A. and C. R. Knoeber (1996), “Firm Performance and Mechanism to Control Agency Problem between Managers and Shareholds”, Journal of Financial &; Quantitative Analysis, 31, pp.377-397
Agrawal, A. and G. N. Mandelker (1990), “Large Shareholders and Monitoring of Managers : The Case of Anti-takeover Charter Amendments. ” Journal of Financial &; Quantitative Analysis, 25(2) , pp143-161
Aggrawal, R. and R. Aggrawal (1993), “Security Return Distributions and Market Structure : Evidence from the NYSE/AMEX and the NASDAQ Markets”, Journal of Financial Research, 16, pp.209-220
Aggarwal, R.,R. P. Rao and T. Hiraki (1989), “Skewness and Kurtosis in Japanese Equity Return : Empirical Evidence”, Journal of Financial Research, 12 pp.253-260
Allen, F., S. Morris, and A. Postlewaite (1993), “Finite Bubbles with Short Sale Constraints and Asymmetric Information. ” Journal of Economic Theory, 61, pp.206-229
Alles, L. and J. Kling (1994), “Regularities in the Variation of Skewness in Asset Returns”, Journal of Financial Research, 17, pp.427-438
Andersonr R., S. Mansi and D. Reeb (2003), “Board Characteristics, Accounting Report Integrity and the Cost of debt,” Journal of Accounting and Economics, 37, pp.315-342
Bacon, J. (1973), “Corporate Directorship Practice: Member and Committees of the Board. NEW YORK: The Conference Board.
Bae, K. H., C. Lim, and K. C. J. Wei (2006), “Corporate Governance and Conditional Skewness in the World&;apos;&;apos;s Stock Markets,” Journal of Business, 79, pp.2999-3028.
Banz, R.W. (1981） &;quot;The Relationship Between Return and Market Value of Common Stocks.&;quot; Journal of Financial Economics, vol. 9, no. 1（March）:3-18
Barnhart, S.W. and S. Rosenstein (1998), “Board Composition, Managerial Ownership, and Firm Performance : An Empirical Analysis,” The Financial Review, 33 , PP. 1-16.
Baysinger B. D. and H. N. Butler (1985), “Corporate Governance and the Board of Directors : Performance Effects of Changes in Board Composition : Journal of Law,” Economics and Organization, 1, pp.101-124
Beasley, M. S. (1996), “An Empirical Analysis of the Relation between the Board of Director Composition and Financial Statement Fraud,” Accounting Review, 71, pp.443-465.
Beaver W. H. (1998), “Financial Reporting-An Accounting Revolution,” Prentice Hall
Bekaert, G. and G. Wu (2000), “Asymmetric Volatility and Risk in Equity Markets,” Review of Financial Studies, 13, pp.1-42.
Berle, A. and G. Means (1932), “The Modern Corporation and Private Property. ” MacMillan, New York, N. Y.
Bhagat, Sanjai and Bernard Black, 1996, Do independent directors matter? Working paper, Columbia University.
Black, F. (1976), “Studies of Stock Price Volatility Changes. Proceedings of the 1976 Meetings of the American Statistical Association, ” Business and Economical Statistics, 72,pp.498-505
Blanchard, O. J. and M. W. Waston (1982), “Bubbles, Rational Expectations, and Financial Markets.” in P. Wachtel. ed., Crises in Economic and Financial Structure, Lexington, MA: Lexington Books, pp.387-389
Bollerslev, T., J. Litvinova, and G. Tauchen, 2006, Leverage and volatility feedback effects in high-frequency data, Journal of Financial Econometrics 353-384.
Boyer B., T. Mitton and K. Vorkink (2010), “Expected Idiosyncratic Skewness”, The Review of Financial Studies, 23, pp.169-202
Brennan, M. J. and A. Subrahmanyam (1996), “Market Microstructure and Asset Pricing : On the Compensation for Illiquidity in Stock Returns,” Journal of Fanancial Economics, 41, pp-441-464
Brickley, J. A., R. C. Lease, and C. W. Smith (1998), “Ownership structure and voting on antitakeover amendments[J], ”Journal of Financial Economics，1988(20),pp.267-292.
Campbell, J. Y. and L. Hentschel (1992), “No News Is Good News: An Asymmetric Model of Changing Volatility in Stock Returns,” Journal of Financial Economics, 31, pp. 281-318.
Chaganti, R. and F. Damanpour (1991), “Institutional Ownership, Capital Structure, and Firm Performance,” Strategic Management Journal, 12, pp.479-491.
Chan, Louis K. C., Hamao, Y., Lakonishok J. (1991) “Fundamentals and Stock Returns in Japan” Journal of Finance, 46, pp.1739-1764
Charles, J., P. Chen and J. Bikki (2000), “Association between Independent Non-executive Director, Family Control and Financial Disclosure in Hong Kong,” Journal of Accounting and Public Policy, 19, pp.285-310
Chau, G. K. and S. J. Gray (2002), “Ownership Structure and Corporate Voluntary Disclosure in Hong Kong and Singapore,” The international Journal of Accounting, 37, pp.247-265
Chen and Hu (2001) Chen and Hu, (2001), “The Controlling Shareholder’s Personal Stock Loan and Firm Performance”, Working paper, National Taiwan University.
Chen Z., Y. L. Cheung, A. Stouraitis and A. W. S. Wong (2005), “Ownership Concentration, Firm Performance, and Dividend Policy in Hong Kong”, Pacific-Basin Finance Journal, 13, 431-449
Chen, C. J. P. and Jaggi (2000), “Association between Independence Non-executive directors, Family Control and Financial Disclosures in Hong Kong,” Journal of Accounting and Public Policy, 19, pp.285-310.
Chen, J., H. Hong, and J. C. Stein (2001), “Forecasting Crashes: Trading Volume, Past Returns, and Conditional Skewness in Stock Prices,” Journal of Financial Economics, 61, pp.345-381.
Chiang, H. T.,2005, “ An empirical study of corporate governance and corporate performance ,” Journal of American Academy of Business,Vol.6, PP.95-101.
Cho D. S. and J. Kim (2007), “Outside Directors, Ownership Structure and Firm Profitability in Korea”, Corporate Governance, 15, pp.239-250
Christie, A. A. (1982), “The Stochastic Behavior of Common Stock Variances: Value, Leverage and Interest Rate Effects,” Journal of Financial Economics, 10, pp.407-432.
Chtourou, S. M., J. Bedard, and L. Courteau, (2001), “Corporate governance and earnings management” Working Paper, Lavel University.
Chui, C. W. A. and K. C. J. Wei (1997), “Book-to-market, Firm Size, and Turn-of-the-year effect : Evidence from Pacific-basin Emerging Market,” Working Paper, Hong Kong University
Claessens, S., S. Djankov, and H. L. Lang (1999), “The Separation of Ownership and Control in East Asian Corporations,” Journal of Financial Economics, 58, pp.81-112.
Cornell B. (2009), “The Pricing of Volatility and Skewness : A New Interpretation”, The Journal of Investing, pp.26-30
Coval, J. D. and D. Hirshleifer (1998), “Trading-Generated News, Sidelined Investors, and Conditional Patterns in Security Return,” Working paper, University of Michigan Business School, Ann Arbor.
Crystal G. S. (1991), “Do Directors Earn their Keep? ” Fortune, 23, pp.52-54
Datar, V., N. Naik, and R. Radcliffe (1998), “Liquidity and Assets Return : An Alternative Test,” Journal of Finance Market, 1, pp.203-220
Dayton K. (1984), “Corporate Governance : The Other Side of the Coin”, Harvard Business Review, 62, pp.34-37
De Bondt, Werner F. M. and Thaler, Richard H. (1985), “Does the Stock Market Overreact?”, Journal of Finance, 40, pp.793-805
De Groot, Caspar G.M.; Verschoor, Willem F.C. (2002), &;quot;Further Evidence on Asian Stock Return Behavior.&;quot; Emerging Markets Review, vol. 3, no. 2（June）:179-193
Dean, W. G., and R. W. Faff, 2004, Asymmetric covariance, volatility, and the effect of news, Journal of Financial Research 27, 393-413.
Demsetz, H. and K. Lehn (1985), &;quot;The Struture of Corporate Ownership : Cause and Consequences,” Journal of Political Economy, 93, pp.1155-1177
Diamond, D. and R. Verrecchia (1991), “Disclosure,Liquidity and the Cost of Equity Capital, ”The Journal of Finance,pp.1325-1360
Dobrzynski J. H. (1993), “Corporate Boards may Finally be Shaping up, ” Business Week, 31, pp.49-64
Donaldson L. and J. H. Davis (1991), “Stewardship theory or Agency theory : CEO Governance and Shareholder Returns”,Australian Journal of Management, 16, 49-64
Eisenberg, M.A. (1975) , Legal Model of Management Structure in the Modern Corporation, Officers, Directors, and Accountants, California Law Review, 63, pp.375.
El-Gazzar S. M. (1998), “Predisclosure Information and institutional ownership : A Cross-sectional Examination of Market Revaluations During Earnings Announcement Periods,” The Accounting Review, 73, pp.119-129
Elliot, R. K. and P. D. Jacobson (1994), “Cost and Benefits of Business Information Disclosure,” Accounting Horizons, pp.80-96
Eng, L. L. and Y. T. Mak (2003), “Corporate Governance and Voluntary Disclosure,” Journal of Accounting and Public Policy Volume, 22, pp. 325-345.
Falkenstein, E. G. (1996), “Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings,” Journal of finance, 51(1), pp.111-136.
Fama, E. F. (1980), “Agency Problems and the Theory of the Firm,” Journal of Political Economy, 88, pp.288-307
Fama, E. F. and M. C. Jensen (1983), “Separation of Ownership and Control,” Journal of Law and Economics, 26, pp.301-325.
Fan, J. and T. Wong (1999), “Corporate Ownership Structures and the Informativeness of Accounting Earnings in East Asia,” The Hong Kong University of Science and Technology, Hong Kong
Fan, J. P. H. and T. J. Wang (2002), “Corporate Ownership Structure and Informativeness of Accounting Earnings in East Aisa.” Journal of Accounting and Economics, 33,pp.401-425
Fang, H. and T. Y. Lai (1997), “Co-Kurtosis and Capital Asset Pricing”, Financial Review, 32, pp.293-307
Forker, J. (1992), “Corporate Governance and Disclosure Quality,” Accounting and Business Research, 22, pp.111-124
Garber, P. M. (1990), “Famous First Bubbles,”Journal of Economic Perspectives, 4, pp.35-54
Goyal, V. K. and C. W. Park (2002), “Board Leadership Structure and CEO Turnover,” Journal of Corporate Finance, 8, pp.49-66.
Gul, F. A. and S. Leung (2004), “Board Leadership, Outside Directors’ Expertise and Voluntary Corporate Disclosures,” Journal of Accounting and Public Policy, 23, pp.351-379.
Haniffa R. M. and T. E. Cooke (2002), “Culture, Corporate Governance and Disclosure in Malaysian Corporate, 38, pp.317-349
Healy P., A. Hutton and K. Palepu (1999), “Stock Performance and Intermediation Changes Surrounding Sustained Increases in Disclosure,” Contemporary Accounting Research, 16, pp.485-520
Healy, P. and K. Palepu (1993), “The Effect of Firms’ Financial Disclosure Strategies on Stock Prices,” Accounting Horizons, 7, No.1, pp.1-11
Healy, P. and K. Palepu (2001), “Information Asymmetry, Corporate Disclosure, and the Capital Markets : A Review of the Empirical Disclosure Literature,”Journal of Accounting and Economics, 31, pp.405-440
Hermalin B. and M. Weisbach (2003), “Boards of Directors as Anendogenously Determined Institution : A Survey of the Economic literature,”FRBNY Economic Policy Review, April, pp.7-26
Hong, H. and J. C. Stein (2003), “Difference of Opinion, Short-Sales Constraints, and Market Crashes,” Review of Financial Studies, 16, pp.487-525.
Huafang, X. and Y. Jianguo (2007), “Ownership Structure, Board Composition and Corporate Voluntary Disclosure : Evidence from Listed Companies in China”, Managerial Auditing Journal, 22, pp.604-619
James, H. S. (1999), “Owner as manager, extended horizons and the family firm,” International Journal of the Economics of Business. 6, 41-56.
Jensen, M. C. (1993), “The Modern Industrial Revolution, Exit and the Failure of Internal Control Systems,” Journal of Finance, 48, pp.831-880.
Jensen, M. C. and W. H. Meckling (1976), “Theory of the Firm: Managerial Behavior, Agency Costs, and Ownership Structure,” Journal of Financial Economics, 3, pp.305-360.
Jung K. and S. Y. Kwon (2002), “Ownership Structure and Earnings Informativeness : Evidence from Korea, ” The International Journal of Accounting, 37, pp.301-325
Kang J. and A. Shivdasani (1997), “Corporate Resturcturing During Performance Declines in Japan”, Journal of Financial Economics, 46, pp.29-65
Kang J. K. and R. M. Stulz (1997), “Why is there a Home Bias?An Analysis of Foreign Portfolio Equity Ownership in Japan,” Journal of Financial Economics, 46, pp.3-28
Kesner, I. F. and D. R. Dalton (1987) , “Composition and CEO Duality in Boards of Directors: An International Perspective,” Journal of International Business Studies, 18, 33-42.
Kraus, A. and R. H. Litzenberger (1976), “Skewness Preference and the Valuation of Risk Assets”, Journal of Finance, 31, pp.1085-1100
La Porta, R., F. Lopez-de-Silanes, and A. Shleifer (1999), “Corporate Ownership around the World,” Journal of Finance, 54, pp.471-517.
Lang K. and R. Lundholm (1996), “Corporate Disclosure Policy and Analyst Behavior,” The Accounting Review, pp.467-492
Lee C. M. and B. Swaminathan (2000), “Price Momentum and Trading Volume, ” Journal of Finance, 5, pp.2017-2069
Lemmon, M. L. and K. V. Lins (2003), “Ownership Structure, Corporate Governance,and Firm Value: Evidence from the East Asian Financial Crisis,” Journal ofFinance, 58, pp.1445-1468.
Lipton, M. and J. W. Lorsch (1992), “A Modest Proposal for Improved Corporate Governance,” Business Lawyer, 48, pp.59-77
Masset, P. and M. Wallmeier (2010), “A high-frequency investigation of the interaction between volatility and DAX returns,” European Financial Management 16,pp.327-344.
McConnell J. and H. Servaes (1990), “Additional Evidence on Equity Ownership and Corporate Value,” Journal of Financial Economics, 27, pp.595-612
McQueen, G., and K. Vorkink, (2004), “Whence GARCH? A preference-based explanation for conditional volatility,”Review of Financial Studies 17, 915-949.
Mitton, Todd, and Keith Vorkink (2007), “Equilibrium Underdiversi Cation and the Preference for Skewness,”Review of Financial Studies, 20, pp.1255-1288
Nelson, D. (1991), “Conditional Heteroskedasticity in Asset Returns: A New Approach,” Econometrica, 59, pp.347-370.
OECD (2004), “OECD Principles of Corporate Governance,Paris : OECD.
Patton A. and J. Baker (1987), “Why do not Directors Rock the Boat?”, HarvardBusiness Review, 65, pp.10-12
Pearce J. A. and S. A. Zahra (1991), “The Relative Power of the CEOs and Boards of Directors : Associations with Corporate Governance,” Strategic Management Journal, 12, pp.135-153
Peasnell, K. V., P. F. Pope, and S. Young (2005), “Board Monitoring and Earnings Management: Do Outside Directors Influence Abnormal Accruals,” Journal of Business Finance and Accounting, 32, pp.1311-1346.
Peasnell, K. V., P. F. Pope, and S. Young, (2001), “Board Monitoring and Earnings Management: Do Outside Directors Influence Abnormal Accruals? ” Working Paper, Lancaster University.
Pfeffer J. and G. R. Salancik (1978), “The External Control of Organizations : A Resource Dependence Perspective,” New York : Harper and Row
Pindyck, R. S. (1984), “Risk, Inflation, and the Stock Market,” American Economic Review, 74, pp.335-351.
Pound J. (1988), “Prowy Contests and the Efficiency of Shareholder oversight,” Journal of Financial Economics, 20, pp.237-265
Rabemananjara R and J. M. Zakoian (1993) , “Threshold Arch Models and Asymmetries in Volatility,”Journal of Applied Econometrics, 8, pp.31-49.
Sabiruzzaman, M., M. M Huq, R. A. Beg, and S. Anwar, 2010, Modeling and forecasting trading volume index: GARCH versus TGARCH approach, The Quarterly Review of Economics and Finance 50, 141-145.
Schwert, G. W. (1989), “Why Does Stock Market Volatility Change over Time?” Journal of Finance, 44, pp.1115-1153.
Shleifer, A. and R. W. Vishny (1986), “Large Shareholders and Corporate Control,” Journal of Political Economy, 94(3), pp.461-488.
Shleifer, A. and R. W. Vishny (1997), “A Survey of Corporate Governance,” Journal of Finance, 52, pp.737-783.
Singh M. and W. N. Davidson III ,(2003), “Agency costs, ownership structure and corporate governance mechanisms, ” Journal of Banking and Finance, 27, pp.793-816.
Skinner D. J. (1994), “Why Firms Voluntarily Disclosed Bad News, ”Journal of Accounting Research, 32, pp.38-60
Sridharan U. V. and A. Marsinko (1997), “Ceo Duality in the Paper and Forest Products Industy”, Journal of Financial and Strategic Decisions, 10, pp.59-65
Standard and poor’s (2002), “Standard and poor’s Corporate Governance Score : Criteria, Methodology and Definitions”, http://www2.standardandpoors.com/spf/pdf/products/CGSCriteria.pdf
Stearns L. and M. Mizruchi (1993), “Board Conposition and Corporate Financing : The Impact of Financial Institution Representation on Borrowing,” Academy of Management Journal, 36, pp.603-618
Studenmund, A. H. (2006), “Using Econometrics : A Pracyical Guide”, Boston : Addison-Wesley
Tirole, J. (1982), “On the Possibility of Speculation under Rational Expectations, ” Econometrica, 50, 1163-1182
Weisbach, M. S. (1988) “Outside Directors and CEO Turnover”, Journal of Financial Economics, 20(1,2), pp.431-461.
Wen Y., K. Rwegasira and J. Bilderbeek (2002), “Corporate governance and Capital Structure Decisions of Chinese Listed Firms”, Corporate Governance : An International Review, 10, 75-83
West, K. D. (1987), “A Specification Test for Speculative Bubbles,” The Quarterly Journal of Economics, pp.553-580
Wu, Yangru (1997), “Rational Bubbles in the Stock Market : Accounting for the U.S. Stock-Price Volatility”, Economic Inquiry, 35, pp.309-319
Xiang B. and G. Zhang (1996), “Large Shareholder Expropriation and Corporate Ownership Structure”, APEA/PACAP Finance Conference and Annual Meetings
Yeh, Y. H. and T. S. Lee (2000), &;quot;The Interaction and Volatility Asymmetry of Unexpected Returns in the Greater China Stock Markets&;quot;, Global Finance Journal, Vol.11 No.2, pp.129-149.
Yermack, D. (1996), “Higher Market Valuation of Companies with a Small Board of Directors,” Journal of Financial Economics, 40, pp.185-211.
Young C.S.and L.C. Tsai,(2008), “The sensitivity of compensation to social capital: family CEOs vs. non family CEOs in the family business groups, Journal of Business Research, 61, pp.363-374.
Zahra, S. A. and J. A. Pearce (1989), “Boards of Directors and Corporate Financial Performance : A Review and Integrative Model,” Journal of Management, 15, pp.291-334.