Reference: | 參考文獻 一、中文文獻 1. 元大投信(2016),《元大台灣50單日正向2倍基金公開說明書》,元大投信網站(www.yuantaetfs.com/#/Instructions/1066)。 2. 林昱廷 (2016),《我國掛牌ETF的種類及交易概況介紹》,發表於證券暨期貨月刊第三十四卷第三期 ,台北市,台灣。 3. 陳其財 (2014),《開放投信事業募集槓桿型及反向型 ETF》,發表於證券暨期貨月刊 第三十二卷第十二期,台北市,台灣。 4. 臺灣證券交易所 (2015),《指數股票型基金(ETF)簡介及現況》,臺灣證券交易所網站(www.twse.com.tw)。 5. 蘇亭丰(2015),槓桿型及反向型ETF長短期追蹤績效之研究,國立台灣大學管理學院財務金融學系暨研究所碩士論文。 二、 英文文獻 1. Adam Welker (2012) ”Leveraged ETFs and Intraday Volatility” All Graduate Plan B and other Reports. Paper 205. Utah State University. 2. Andrew Ross Sorkin (October 11, 2011) “Volatility, Thy Name is E.T.F.” The New York Times, DealBook Column. 3. Harold Bradley and Robert E. Litan (Nov 12, 2010) “Choking the Recovery: Why New Growth Companies Aren’t Going Public And Unrecognized Risks Of Future Market Disruptions.” The Ewing Marion Kauffman Foundation. 4. Minder Cheng and Ananth Madhavan (2009), ”The Dynamics of Leveraged and Inverse Exchange Traded Funds,” Journal of Investment Management, Vol. 7, No. 4, pp. 43-62. 5. M. Deshpande, D. Mallick and R. Bhatia (2009), ”Understanding Ultrashort ETFs,” Barclays Capital Special Report, 5 January 2009. 6. Ivan T. Ivanov and Stephen L. Lenkey, “Are Concerns About Leveraged ETFs Overblown?” Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C., 2014-106. 7. Michael Rawson (December 26, 2011) “Leveraged ETFs Aren’t the Cause Of Increased Market Volatility” news.morningstar.com/articlenet/article.aspx?id=450684 as of June 1, 2012 8. T. Lauricella, S. Pulliam and D. Gullapalli, “Are ETFs Driving Late-Day Turns? Leveraged Vehicles Seen Magnifying Other Bets; Last-Hour Volume Surge,” Wall Street Journal, 15 December 2008. 9. Trainor Jr., W.J. (2010), ”Do Leveraged ETFs Increase Volatility,” Technology and Investment,1, pp. 215-220 (Published Online August 2010: http://www.SciRP.ort/journal/ti). 三、 網頁資料 1. BOOST,http://www.boostetp.com/ 2. 元大投信網站,http://www.yuantaetfs.com/#/Home/Index 3. 國泰投信網站,https://www.cathaysite.com.tw/funds/etf/ 4. 臺灣證券交易所,http://www.tse.com.tw/ch/index.php |