中文部份
1.吳易欣,“股價指數期貨與現貨之關聯性研究-新加坡摩根台股指數期貨實證分析” 國立政治大學金融研究所未出版碩士論文，民國八十七年六月。2.吳阿秋,“股價指數期貨市場效率及套利機會之分析” 私立輔仁金融研究所未出版碩士論文，民國八十四年六月。3.李建儒,“股價指數與股價指數期貨之因果關係-以台股、日經225及S&P500 指數為例” 私立元智大學管理研究所未出版碩士論文，八十七年六月。4.李愷莉,“台灣與新加坡債券市場共整合關係的研究” 國立中山大學財務管理研究所未出版碩士論文，民國八十五年六月。5.李憲杰,“一般化自迴歸條件異質變異數模型參數之選定、估計與檢定” 國立成功大學工業管理研究所未出版碩士論文，民國八十三六月五日。6.周嚴,期貨投資學，華泰書局，民國七十九年十一月。
7.陳如珍,“能源市場整合性與效率性之探討-根據原油、熱油與無鉛汽油每小時期貨價格” 國立成功大學會計學研究所未出版碩士論文，民國八十六年六月。8.莊嘉文,“S&P500股價指數期貨與現貨在價格變動率暨波動性之動態研究” 國立成功大學會計學研究所未出版碩士論文，民國八十八年六月。9.游淑華,“貨幣市場間整合性與效率性之探討─根據三個月期美國國庫券與歐洲美元期貨價格” 國立成功大學會計學研究所未出版碩士論文，民國八十四年六月。10.黃玉元,“能源市場共整關係與效率性之探討-根據每小時無鉛汽油與熱油期貨價格” 國立成功大學國際企業研究所未出版碩士論文，民國八十五年六月。11.黃玉如,“股價指數現貨與股價指數期貨兩者關聯性之探討-以S&P500指數期貨為例” 私立淡江大學管理科學研究所經濟組未出版碩士論文，民國八十二年六月。12.黃玉娟,“台股指數期貨之定價及其現貨間動態關聯之研究” 國立中山大學財務管理學系研究所未出版博士論文，民國八十七年六月。13.楊岡章,“引進股價指數期貨對現貨波動性與效率性之影響” 私立輔仁大學金融研究所未出版碩士論文，民國八十五年六月。14.楊崇斌,“摩根台股指數期貨與現貨報酬之關聯性分析” 私立輔仁大學金融研究所未出版碩士論文，民國八十七六月。15.廖崇豪,“期貨與現貨價格之關聯性分析與預測” 國立中興大學經濟學研究所未出版碩士論文，民國八十三年六月。
16.潘明勳,“摩根台灣股價指數期貨與現貨間之領先與落後關係” 國立中正大學企業管理研究所未出版碩士論文，民國八十七年六月。
17.鄭雅云,“玉米、黃豆及玉米、小麥期貨間價格波動率暨波動性互動關係之探討” 國立成功大學會計學研究所未出版碩士論文，民國八十八年六月。18.賴瑞芬,“台股指數期貨與現貨日內價格關係之研究” 國立台灣大學財務管理研究所未出版碩士論文，民國八十六年六月。英文部份
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