| Reference: | 一、 中文部分
1. 杜化宇、王凱蒂，“台股指數期貨日內價格發現與週日效應型態之研究：初期的證據”，東吳經濟商學學報，民國九十二年，第四十三期，41-78頁。
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8. 謝文良，“價格發現、資訊傳遞、與市場整合-台股期貨市場之研究”，財務金融學刊，民國九十一年，第十卷，1-31頁。
9. 臺灣證券交易所網站 http://www.twse.com.tw/ch/
10. 臺灣期貨交易所網站 http://www.taifex.com.tw/chinese/home.asp
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