中文部份
1.周燕玲(2002)，「台灣股票市場融券行為之實證研究」，碩士論文，東海大學經濟學系。
2.林章德(2000)，「上市公司重大投資宣告對股價影響之研究」，碩
士論文，東海大學企業管理研究所。
3.林珊妏(2005)，「台灣股票市場信用交易之投資策略」，碩士論文，國立東華大學國際經濟研究所。
4.郝翠翎(2003)，「信用交易條件調整對股票市場之影響」，碩士論文，世新大學經濟學系。
5.張文毅(2004)，「放空交易的資訊揭露」，證交資料第512期。
6.張錦泓(2002)，「平盤以下不得融券政策對大型公司影響之研究
－宣告效果與政策效果」，碩士論文，靜宜大學會計學系碩士班。
7.張馨方(2005)，「臺灣股票市場加權股價指數報酬率與融資、融券
餘額之相關性研究」，碩士論文，朝陽科技大學財務金融系。
8.彭惠琴(2002)，「上市公司暫停融資融券信用交易對該公司股價的
影響－事件研究法」，碩士論文，中原大學國際貿易所。
9.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」，碩士論文，國立成功大學財務金融研究所。
10.詹孟書(2002)，「開放資券相抵與平盤下限制融券對股市之影響」，
碩士論文，銘傳大學金融研究所。
11.鄭昌錞(2002)，「台灣店頭市場之研究 － 企業上櫃策略與開放信用交易之影響」，博士論文，國立台灣大學財務金融研究所。12.賴科光(2003)，「股市中投信買賣超資訊及個股融資融券變化之研
究」，碩士論文，國立東華大學國際企業研究所。
13.謝東瀛(2004)，「新上市股票開放信用交易對股票價格行為的影
響」。碩士論文，國立成功大學企業管理研究所。
14.白宗民和張獻宜(2006)，「台灣電子產業因召開股東常會而暫停
信用交易對股票報酬影響之研究」，證券櫃檯月刊No.119，頁
52-69。
15.沈中華和李建然(2000)，事件研究法，「事件研究法－財務與會計實證研究必備」，華泰文化事業公司。
英文部份
1.Asquith, Paul, Parag A. Pathak, and Jay R. Ritter (2005), “Short Interest, Institutional Ownership, and Stock Returns,” Journal of Financial Economics, Vol. 78, pp.243-276.
2.Bris, Arturo, Willian N. Goetzmann, and Ning Zhu (2007), “Efficiency and the Bear: Short Sales and Markets around the World,” Journal of Finance, Vol. 62, pp.1029-1079.
3.Boehme, Rodney D., Bartley R. Danielsen, and Sorin M. Sorescu (2006), “Short Sale Constraints, Differences of Opinion, and Overvaluation,” Journal of Financial and Quantitative Analysis, Vol. 41, pp.455-487.
4.Chang, Eric C., Joseph W. Cheng, and Yinghui Yu (2007), “Short-Sales Constraints and Price Discovery: Evidence from the Hong Kong Market,” Journal of Finance, Vol. 62, pp.2097-2121.
5.Danielsen, Bartley R. and Sorin M. Sorescu (2001), “Why Do Option Introductions Depress Stock Prices a Study of Diminishing Short Sale Constraints,” Journal of Financial and Quantitative Analysis, Vol. 36, pp.451-484.
6.Duffie, Darrell, Nicolae Garleanu, and Lasse Heje Pedersen (2002), “Securities Lending, Shorting, and Pricing,” Journal of Financial Economics, Vol. 66, pp.307-339.
7.Geczy, Christopher C., David K. Musto, and Adam V. Reed (2002), “Stocks Are Special Too: An Analysis of the Equity Lending Market,” Journal of Financial Economics, Vol. 66, pp.241-269.
8.Hardouvelis, G. A. and P. Theodossiou, (2002), “The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets,” The Review of Financial Studies, Vol. 15, pp.1525-1559.
9.Hong, Harrison, and Jeremy C. Stein (2003), “Differences of Opinion, Short-Sales Constraints, and Market Crashes,” Review of Financial Studies, Vol. 16, pp.487-525.
10.Henry, Ólan T. and Michael McKenzie (2006), “The Impact of Short Selling on the Price-Volume Relationship-Evidence from Hong Kong,” Journal of Business, Vol. 79, pp. 671-691.
11.Jones, Charles M. and Owen A. Lamont (2002), “Short-Sale Constraints and Stock Returns,” Journal of Financial Economics, Vol. 66, pp.207-239.
12.Miller, Edward M. (1997), “Risk, Uncertainty, and Divergence of Opinion,” Journal of Finance, Vol. 32, pp.1151-1168.
13.Nagel, Stefan (2005), “Short Sales, Institutional Investors and the Cross-Section of Stock Returns,” Journal of Financial Economics, Vol. 78, pp.277-309.
14.Ofek, Eli, Matthew Richardson, and Robert F. Whitelaw (2004), “Limited Arbitrage and Short Sales Restrictions-Evidence from the Options Markets,” Journal of Financial Economics, Vol. 74, pp.305-342.
15.Roon, Frans A. De, Theo E. Nijman, and Bas J. M. Werker (2001), “Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets,” Journal of Finance, Vol. 56, pp.721-42.
16.Seguin, Paul John (1990), “Stock Volatility and Margin Trading,” Journal of Monetary Economics, Vol. 22, pp.101-121.