| Reference: | 一、 中文部分(依作者筆劃排列)
1. 王韻棋, “台灣證券集中市場日內效應、星期效應之實證研究-以敘述統計、OLS、ARCH、GARCH及Granger Causality模型應用比較”，雲林科技大學企管所碩士論文，民國86年6月。
2. 黃俊榮, “台灣股票市場日曆異常現象之探討”，中正大學財金所碩士論文，民國84年6月。
3. 黃俊郁,”台灣地區股票投資報酬週末效應之研究”，政治大學企業管理研究所碩士論文，民國74年6月。
二、 英文部分
1. Abraham, A. and Ikenberry, D. L. (1994)： “The Individual Investor and the Weekend Effect.” Journal of Financial and Quantitative Analysis, Vol.29, No.2, P.263-277.
2. Chang, E. C. and Kim, C. W. (1988)： “Day of the Week Effects and Commodity Price Changes.” Journal of Futrures Markets, Vol.8, No.2, P.229-241.
3. Chang, E.C., Pinegar, J.M. and Ravichandran, R. (1993)： “International Evidence on the Robustness of the Day-of-the-Week Effect.” Journal of Financial and Quantitative Analysis, Vol.28, No.4, P. 497-513.
4. Gay, G.D. and Kim, T.H. (1987)： “An Investigation into Seasonality in the Futures Market.” Journal of Futures Market, Vol.7, No.2, P.169-181.
5. Hiraki, T., Maberly, E. D. and Taube, P.M. (1998)：“The Impact of Index Futures Trading on Day-of-the-Week Effects in Japan.” Pacific-Basin Finance Journal 6, P.493-506.
6. Kamara, A. (1997)： “New Evidence on the Monday Seasonal in Stock Returns.” Journal of Business, Vol.70, No.1, P.63-84.
7. Kato, K. (1990)： “Weekly Patterns in Japanese Stock Returns.” Management Science, Vol.36, No.9, Sep, P.1031-1043.
8. Kramer, C. (1994)： “Macroeconomic Seasonality and the January Effect.” Journal of Finance, Vol.49, No.5, Dec, No.5, P.1883-1891.
9. Lakonishok, J. and Levi, M. (1982)：”Weekend effects in Stock Returns: A Note.” Journal of Finance , Vol.37, P.883-889.
10. Lakonishok, J. and Smidt, S. (1988)： “Are Seasonality Anomalies Real? A Ninety-Year Perspective.” The Review of Financial Studies, Vol.1, P.403-425.
11. Lakonishok, J. and Maberly, E. (1990)： “The Weekend Effect:Trading Patterns of Individual and Institutional Investors.” Journal of Finance, Vol.45, No.1, P.231-243.
12. Lobo, J.C. and Rathborne, D. (1998)：The Salomon Smith Barney Guide to World Equity Markets 1998. Euromoney Publications PLC and Salomon Smith Barney.
13. Rogalski, R. J.(1984)：”New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note.” Journal of Finance, Vol.39, No.5, P.1603-1614.
14. Shilling, H. (1996)：The International Guide to Securities Market Indices. Fitzroy Dearborn Publishers.
15. Solnik, B. and Bousquet, L. (1990)： “Day-of-the-Week Effect on the Paris Bourse.” Journal of Banking and Finance, 14, P.461-468.
16. Wang, K., Li, Y. and Erickson, J. (1997)： “A New Look at the Monday Effect.” Journal of Finance, Vol.52, No.5, P.2171-2186. |
