中文部份
1.鄭世賢,1999,「台灣期貨交易所保證金變動對期貨價格影響之實證研究」,大葉大學事業經營研究所碩士論文。2.洪靖華,2000,「SPAN對含選擇權投資組合風險值計算之理論與實證」,國立中山大學財務管理研究所碩士論文。3.賴姬葦,2001,「保證金變動對市場交易的影響」,淡江大學財務金融研究所碩士論文。4.范姜欣伶,2002,「含選擇權組合跨商品間風險值折抵率之研究」,國立中山大學財務管理研究所碩士論文。5.陳怡靜,2003,「興櫃市場交易機制與成本分析」,國立中山大學財務管理研究所碩士論文。6.江慕鴻,2003,「台灣股價指數期貨交易制度改變對市場績效之影響」,國立高雄第一科技大學財務管理研究所碩士論文。7.徐美華,2006,「期貨結算系統SPAN之研究」,輔仁大學金融研究所在職專班碩士論文。8.黃玉娟、陳培林及鄭堯任,2007,「交易機制改變對市場績效之影響:透明度與撮合頻率之探討」,證券市場發展季刊,Vol. 19, 135-160。9.廖玉完,2008,「全球期貨保證金制度解析」,Vol. 6,第三期,臺灣期貨季刊,19-27。
10.裴高正,2008,「我國期貨市場採用整戶風險保證金制度之規劃與實施」,vol.26,第四期,證券暨期貨月刊,12-18。11.周鈞翔,2008,「調降期貨交易稅對市場品質的影響:以台灣市場為例」,朝陽科技大學財務金融研究所碩士論文。12.鍾惠民、吳壽山、周賓凰及范懷文,2006,財金計量(修訂版),雙葉書廊。
英文部份
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