一、中文部份
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4. 吳柏炘,2004,「ETF的價格發現與市場整合—以美國證交所QQQ及ETF為例」,
修平學報,第8期,21-44。
5. 洪偉哲,2004,「亞洲股市價量關係之不對稱效果」,華岡經濟論叢,第4卷第1
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6. 唐婉崴,2003,「指數現貨、指數期貨與指數股票型基金間價格發現能力之探討—
以NASDAQ 100指數商品為例」,淡江大學財務金融系未出版博士論文。
7. 徐合成,1993,「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」,台灣大學商學研究所未出版碩士論文。
8. 許溪南與黃文芳,1997,「台灣股市價量線性與非線性關係研究」,管理學報,第
14卷第2期,177-195。
9. 陳立國,1993,「台灣股市價量關係之研究」,台灣大學商學研究所未出版碩士論文。
10. 陳良賓,2005,「台灣50 ETF之價量研究」,雲林科技大學財務金融研究所未出版碩士論文。11. 陳怡伶,2004,「台灣50 ETF與台灣加權股價指數現貨與台指期貨間的價格關聯
性研究」,成功大學企業管理研究所未出版碩士論文。
12. 陳東明,1991,「台灣股票市場價量關係之實證研究」,台灣大學商學研究所未出版碩士論文。
13. 游英裕,2004,「股價與成交量關係之研究—台灣股市的實證」,義守大學管理研究所未出版碩士論文。
14. 張秀華,2001,「股價指數與交易量動態關係之實證研究」,東海大學企業管理研究所未出版碩士論文。
15. 葉銀華,1991,「台灣股票市場成交量與股價關係之實證研究—轉換函數模式」,
台北市銀月刊,第22卷第11期,57–70。
16. 劉永欽,1996,「台灣地區股票市場之線性及非線性Granger因果關係之研判」,
交通大學管理科學研究所未出版碩士論文。
17. 劉宗聖與歐宏杰,2005,ETF指數股票型基金,第一版,台北:高寶國際有限公
司。
18. 劉柄宏,2004,「iShares指數基金與股價指數之關連性研究—以台灣、南韓為例」,
長庚大學企業管理研究所未出版碩士論文。
19. 劉映興和陳家彬,2002,「台灣股票市場交易值、交易量與發行量加權股價指數
關係之實證研究—光譜分析之應用」,農業經濟半年刊,第72期,65–87。
20. 劉殷如,2004,「指數股票型基金之績效評估及相關研究-以台灣首檔ETF為
例」,成功大學會計研究所未出版碩士論文。
21. 雅虎中文財經網,2005,http://cn.finance.yahoo.com/ 。
22. 楊奕農,2005,時間序列分析—經濟與財務上之應用,台北:雙葉書廊有限公司。
23. 楊踐為與許至榮,1997,「台灣股票集中與店頭市場價量因果關係之探討」,證券
金融季刊,第54期,19–32。
24. 歐宏杰、賴昭隆、陳品橋與劉宗聖,2002,全球指數型商品,第一版,台北:商
訊文化事業股份有限公司。
25. 聶建中與姚蕙芸,2001,「空頭走勢期間台灣股票市場成交量與股價之關聯性研
究」,2001會計理論與實務研討會。
26. 顧廣平,1998,「台灣上市公司股票報酬率型態及其與重要財務資訊關聯性之探
討」,交通大學經營管理系未出版博士論文。
27. 寶來台灣卓越50基金,2005,http://www.tw50etf.com。
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