| Reference: | 一、 中文文獻
1. 丁正杰(2011)，證券交易法短線交易歸入權之實證研究-以構成要件與司法實務之探討為中心，臺灣大學法律學研究所碩士論文。
2. 王宏瑞、陳佑軒(2011)，以股市投資人結構觀點淺談集中市場競價機制發展方向，證交資料，588，69-81。
3. 王朝仕、陳振遠、陳振宇、張眾卓(2011)，建構移動視窗探討內線交易對購回股票宣告之影響，中山管理評論，19(3)，633-664。
4. 紀文富(2009)，論內線交易行為人之主觀惡意，中原大學財經法律研究所碩士論文。
5. 張心悌(2008)，從法律經濟學與資訊財產權探討內線交易理論：兼論內線交易內部人之範圍略，臺大法學論叢，37(3)，97-128。
6. 曾宛如(2009)，建構我國內線交易之規範: 從禁止內線交易所欲保護之法益切，臺大法學論叢，38(1)，253-310。
7. 溫大瑋(2013)，台灣內線交易民事責任規範之妥適性-以證券交易法第 157 條之 1 第 3 項為觀察中心，成功大學財務金融研究所碩士在職專班碩士論文。
8. 賴英照(2007)，賴英照說法—從內線交易到企業社會責任，聯經出版事業公司。
9. 賴逸靜(2009)，內線交易犯罪特性之研究，臺北大學犯罪學研究所碩士論文。
二、英文文獻
1. Akerlof, G. A, (1978), "he market for “lemons”: Quality uncertainty and the market mechanism", Uncertainty in Economics, 235-251.
2. Biais, B. & P. Hillion, (1994), " Insider and liquidity trading in stock and options markets", The Review of Financial Studies, Volume:7, Issue:4, 743-780.
3. Cochrane, J. H., (1991), "Volatility tests and efficient markets: A review essay", Journal of Monetary Economics, Volume:27, Issue:3, 463-485.
4. Fama, E. F. & K. R. French, (2004), "The capital asset pricing model: Theory and evidence", Journal of Economic Perspectives, Volume:18, Issue:3, 25-46..
5. Fama, E. F., (1998), "Market efficiency, long-term returns, and behavioral finance1", Journal of Financial Economics, Volume:49, Issue:3, 283-306.
6. Gordon, J. N. & L. A. Kornhauser, (1985), "Efficient Markets, Costly Information, and Securities Research", New York University Law Review 761.
7. Jarrell, G. A. & A. B. Poulse, (1989), " Stock trading before the announcement of tender offers: Insider trading or market anticipation ", JL Econ. & Org, Volume:5, 225.
8. Jegadeesh, N. & S. Titman, (1993), " Returns to buying winners and selling losers: Implications for stock market efficiency ", The Journal of Finance, Volume:48, Issue:1, 65-91.
9. Jensen, M. C., F. Black & M. S. Scholes, (1972), "The capital asset pricing model: Some empirical tests", In M. C. Jensen (Ed.), Studies in the Theory of Capital Markets, pp. 79-121, New York Praeger.
10. Laffont, J. J. & E. S. Maskin, (1990), " The efficient market hypothesis and insider trading on the stock market ", Journal of Political Economy, Volume:98, Issue:1, 70-93.
11. Malkiel, B. G. & E. F. Fama, (1970), "Efficient capital markets: A review of theory and empirical work", The Journal of Finance, Volume:25, Issue:2, 383-417.
12. Merton, R. C., (1973),"An intertemporal capital asset pricing model", Journal of the Econometric Society, 867-887.
13. Peress, J., (2010), " Product market competition, insider trading, and stock market efficiency?", The Journal of Finance, Volume:65, Issue:1, 1-43. |
