| Reference: | 參考書目
中文書籍
1.劉其昌「證券信用交易制度與操作」，民國75年1月，凱侖出版社
2.杜昌義「期貨交易之原理與實務」民國77年，華泰書局
3.賀建國、余樁茂、「美國期貨市場」連經出版社，78年2月
4.張金陽「國際金融業務之研究」華泰書局，77年4月
5.王淑芬「投資學」，華泰書局
6.朱富春「股價分析」，聯經圖書公司
7.郭恆慶「金融期貨」，台北國際商學版社，78年1月
中文刊物
1.康德法律事務所「管理期貨交易之研究報告」民國77年10月
2.盧飛山「買賣期貨，如何下單」中信通訊，民國78年5月
3.李孟茂「金融期貨之基本與交易操作」台北市銀月刊，第19卷第4期
4.林筠「認識期貨交易市場」工商時報77年1月9.10日第一版
5.蔡致中「投機商品的極致－指數期貨」，工商時報77年7月31日
6.徐恭中「股價指數簡論」，證交資料，第266期，73年6月
7.朱白春「論股價指數」，證交資料，第244期，71年8月
8.廖本盛「股價指數膨脹，，失真的原因探討和不失真指數的介紹」，證?第六期，72年11月
9.日本，香港證券市場考察團，「日本、香港證券市場考察報告」76年9月
10.康德『美國期貨交易制度』，商會月刊，第十八卷第三期77年3月
11.李儀坤譯，「股偵指數期貨投資策略」，台灣經濟金融月刊，第24卷第12期，77年12月20日
12.工商時報，「期貨業進入轉型期，合法化步伐須加速」77年9月5日第三版
13.劉德明「評國外期貨交易法草案」工商時報，78年10月27日第三版
14工商時報，「指數期貨對投資人之參考價值」77年9月4日第4版
15.吳學基「限制漲跌幅度影響後續股價之實證研究」75年6月，政大碩士論文
16.李又剛「股價漲跌限幅措施下的我國股市與美、日、德三國股市之比較」，台北市銀月刊，第20卷第一期，78年1月25日
英文書籍
1.Lee Dee Belveal, "Commodity Trading Manual, "Chicago Board of Trade ,1966
2.W. C. Laby and C. N. J. Granger, "Speculation,Hedging,and Commodity Price Forecast, "D.C.Heath &. CO,1970
3.Henry H. Bakkan, "Futures , Trading-Origin,Development and Preseut Economic Status."Futures ,Trading Seminar,Vol.2 Mimir Publishers, 1953
4.H. S. Irwin, "Evolution of Futures Trading,"Mimir Publishers, Madison, Wis,1954
5.Gerald Gold, "Modern Commodity Futures Tradiny, "Commodity Research Bureaul,Inc,1975
6.Richard J. Teweles, Charles V. Harlow,and Herbert L. Stone,"The Commodity Futures Game-Who wins? Who loses?why? "1974
7.Coartney D. Smith, "How to Make Money in Stock Index Futures," Mcgraw-Hill Book Company, 1985
8.Using S & P 500 Stock Index Futures and Options, Chica go Mercanti1e Exchange, 1988
9.Thom as B. Byrne, "The stock Index Futures Markets-A Trader`s Insights. and Strategies, "Prous Publishing Company, 1987
10. John W. Aber,"Beta Coeff cients and Models of Security, Return, "Lexington Books,1973
11. William E Nix and Susan W. Nix, "The Dow Jones-Irwin Guide to stock Index Futures and Options,"Dow Jones-Irwin,1984
12. Frank J. Jones, "The Uses and Users of the stock Index Futures Markets, "Stock Index Futures, Dow Jones-Irwin,1984
13. Fabozzi and Kipnis, "Stock Index Futures, "Dow Jones-Irwin,1984
14.蠟山昌一，「株價指數先物取引」昭和61年11月。
15. FRB. CFTC and SEC, "A Study of Effects on the Economy of Tradiry in Futures and Otions, "1984
16. Thomas A Hieronymus, "Economics of Futures. Trading for Commercial and Personal Profit,"1978
17. Thomas A Russo,"Regulation of the Commodities Futures and Options Martets,Vol.l, (N.Y. Shapard`s/McGrow-Hill,1983)
18. NFA."Articles of Incorporation of National Futures Association, "
英文期刊
1.Franklin K. Edwards, "The Clearing. Association in Futures Markets: Guarantor and Regulator, "The Journal of Futures, Vo!.3, No.4, 1983
2.Williamson, J,"Another Case of Profitable Destablizing Speculation, "Journa1 of International Economics 1 ,1973
3.Hart, O. D., "On the Profitablity,"Quarterly Journal of Economics 91, 1977
4.Witte; W, "Another Case of Profitable Destablizing Speculation :A commeut, " Journal of International Economics 8, 1978
5.Franklin R, Edwards, "Futures Trading and Cash Market Volatility: of Futares Markets,Vol.8, No.4, 1988
6.Futures-the Magazine of Commodities and Options; 1988 ReferPllce Guide.
7 . Stephen Figlewski, " Margins and Market Integrity:Margin Setting for stock Index Futures and Options,"Journal of Futures Markets, V01.4, No.3, 1984
8.kandice H. Kahl,Roger D. Rutz and Jeanne C. Singuefield,"The Economics of Peoformance Margins in Futures Market, "Journal of Futares Markets, Vol.5, No.1, 1985
9.Frank J. Jones." The Ecouonics Futures and Options Contracts Based on Cash settlement, "Journal of Futures Markets, Vo1.2, No.1, 1982
10. Terrence F. Martell and Jerrold E. Salzman," Cash settlement for Futures Contraets Based on Common stock Indices: An Economic and Legal Prospective;"The Journal of Futures Markets,Vo1.1, No.3, 1981
11. P. H. Cootner," Stock Prices:Random Versus Systematic Changes,"Industrial Management Review, Vo1.3, No.2,1962
12. Neil S. Weiner, " The Hedging Rationale for a stock Index Futures Contract," The Journal of Futures Markets, Vo1.1, No.1,1981
13. Paula A Tosini and Eugene J. Moriarty," Potential Hedging Use of a Futures Contract Based on a Composite Stock Index," The Jovirnal of Futures Markets. Vo1.2, 1982
14. Louis H. Edering ton," The Hedging Performamce of the New Futures. Markets,"Journal of Finamce, Vol.34, No.1, 1979
15. Holbrook Working, " New Concepts Concerning Futures Markets and Prices," American Economic Review, 52,1962
16. Leland L. Johnson," The Theory of Hedging and Speculation in Commodity Futares, Review of Economic Studies , Vo1.27, No.3, 1960
17. John L. Evans and Stephen H. Archer,"Diversification and the Reduction of Dispersion: An Empirical Analysis," Journal of Finamce, 1968. Dec
18. Gregory M. Kipnis and steve Tsang," Arbitrage," in Stock Iudex Futares, ch,10.
19. Ira. Gt. Kawaller," Spewlating," in stock Index Futures, ch. 15
20. Ronald W. Anderson," The Regulation of Futures Contract Innovation in the United states," The Journal of Futares Markets, Vo1.4, No.3, 1984
21. Howaid Schneider & ?F. M. Santo, "Regulation of stock Index Futures Trading," in stock Index Futures,1984
22. Edward J. Kane," Kegulatory stracture in Futures Markets, Jurisdicational Competition Between the Sec, the Cftc, and Other Agencies," The Journal of Futures Markets Vol.4, No.3, 1984
23. "The Man fron The Mere," A Suppleneat to Euromoney / Corporate Finance, Oct. 1986, Earomoney. |
