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國內部分
王耀輝，台灣股票市場加權指數與交易量日內行為之研究－時間
數列相關模型之綜合應用，國立台灣大學財務金融學研究所碩士論文，1995﹒
林益靖，股市交易之價量互動，國立中興大學統計學研究所碩士論文，1995.李建儒，股價指數與股價指數期貨之因果關係－以台股、S＆P500、日經225指數為例，元智大學管理科學研究所碩士論文，1997.高慈謙，股票價量因果關係的新檢定方法及其應用，國立台灣大學經濟學研究所碩士論文，1997﹒陳立國，台灣股市價量關係之研究，國立台灣大學財務金融學研究所碩士論文，1993﹒徐合成，台灣股市股票報酬率與交易量關係之實證研究-GARCH模型之應用，國立台灣大學財務金融學研究所碩士論文，1995.黃文芳，台灣股市價量線性與非線性關係之研究，國立成功大學企業管理研究所碩士論文，1995.葉銘龍，台灣股票店頭市場價量關係之實證研究，朝陽科技大學財務金融學系研究所碩士論文，1996.鄭淙仁，台灣股市日內價量關係之探討，國立政治大學企業管理研究所碩士論文，1992﹒駱綾，上海、深圳股市價量關係之實證研究，淡江大學大陸研究所碩士論文，1994.廖家群，台灣股市個別交易價量關係之實證研究，國立台灣大學財務金融學研究所碩士論文，1995﹒賴宏志，台灣股市價/量關係與預測－時間數列及技術法則之研究，中興經濟研究所碩士論文，1995﹒
譚淑卿，台灣股市價格變動與成交量的關係，私立淡江大學金融研究所碩士論文，1992.