| Reference: | 一、中文部分
1. 方喜信，股市當日沖銷對股價影響之研究，國立中興大學（台北）企業管理研究所未出版之碩士論文，民國八十三年七月
2. 王莉雯，認購權證報酬率與標的股報酬率波動關聯性之研究，國立台北大學企業管理研究所未出版之碩士論文，民國八十九年七月
3. 王毓敏，交易量及波動性之關聯性－台股認購權證與標的股票之探討，管理評論第二十一卷第一期，民國九十一年一月，pp115-pp136
4. 王誌聰，台灣認購權證與標的股票互動關係之探討，國立中央大學未出版之碩士論文，民國八十七年六月
5. 吳百鈞，認購權證與標的股間價格變化因果關係探討－以台灣市場實證研究，國立雲林科技大學企業管理研究所未出版之碩士論文，民國八十七年六月
6. 吳劍勳，當日沖銷與股價震盪幅度關係之實證研究，私立東吳大學會計研究所未出版之碩士論文，民國八十四年七月
7. 呂巧惠，認購權證發行對其標的股票之價格發現功能及市場風險之影響，國立交通大學經營管理研究所，民國八十八年六月
8. 李存修等，台灣認購權證個案集初版，台北禾豐企業發展文教基金會，民國八十八年一月
9. 周文賢，多變量統計分析-SAS/STAT之應用，智勝文化公司，民國九十年
10. 周行一、李志宏、李怡宗、劉玉珍、陳麗雯，台灣證券交易所認購權證價格與標的股關係之研究，國立政治大學財務管理學系主辦：認購權證市場發展學術與實務研討會發表研究論文，民國八十八年五月
11. 張啟容，發行認購權證對標的股票股價影響之實證研究，國立政治大學企業管理學系碩士班未出版之碩士論文，民國八十七年六月
12. 戚佳佳，發行認購權證對股價衝擊之研究，國立中興大學企業管理研究所未出版之碩士論文，民國八十七年六月
13. 畢祖明，證券交易當日沖銷之評估與實證研究，國立中山大學財務管理未出版之碩士論文，民國八十四年六月
14. 許秋謹，信用交易資券相抵實施對股市之影響，國立中央大學企業管理研究所未出版之碩士論文，民國八十八年六月
15. 許瓊方，影響股價與認購權證價格因果關係之因素，國立中正大學會計研究所未出版之碩士論文，民國九十年六月
16. 陳世城，台灣股票市場當日沖銷之研究，國立台灣大學財務金融研究所未出版之碩士論文，民國八十四年六月
17. 陳苑欽，台股認購權證之評價與其發行對股價波動之影響研究，私立中原大學企業管理研究所為出版之碩士論文，民國八十七年六月
18. 陳誌鵬，認購權證與標的股票反應資訊之領先落後關係－以台灣市場日內資料實證，國立台灣大學財務金融研究所未出版之碩士論文，民國八十八年六月
19. 彭美苓，備兌型認股權證的發行對臺灣現貨股票市場績效之影響，國立中山大學財務管理研究所未出版之碩士論文，民國八十六年六月
20. 曾詩如，台灣認購權證報酬率與標的股票報酬率之關連性研究，國立中興大學企業管理研究所碩士論文，民國八十七年六月
21. 曾耀輝，我國證券市場信用交易資券相抵交割制度實施狀況分析，證交資料第429期，民國八十七年三月
22. 黃淑美，個股型認購權證與標的股票價格影響之研究，國立台灣科技大學管理研究所企業管理學程為出版之碩士論文，民國八十八年六月
23. 楊國輝，台灣香港認購權證發行對股價波動性之影響，國立政治大學金融研究所未出版之碩士論文，民國八十七年六月
24. 楊踐為、王章誠，認購權證與標的股間之價量關係探討，企銀季刊第二十二卷第四期，民國八十八年四月
25. 詹錦宏、洪啟安，台股認購權證價格形成的實證分析，台灣銀行季刊第五十卷第二期，pp56-pp64
26. 劉溪鶴，境外發行認購權證對證券市場影響之研究，國立台灣大學財務金融研究所未出版之碩士論文，民國八十六年七月
27. 蔡怡純，認購權證與其標的股關聯性之研究－台灣本土認購權證實證分析，國立中正大學國際經濟研究所未出版之碩士論文，民國八十八年六月
28. 鄭宜丰，台灣認購權證與其標的股票價格變動間之領先-落後關係及其操作策略之應用，私立銘傳大學金融研究所未出版之碩士論文，民國八十八年七月
29. 盧幸怡，台港地區認購權證對證券市場影響之比較研究，國立台灣大學財務金融研究所未出版之碩士論文，民國八十五年六月
30. 賴維德，當日沖銷交易策略之獲利性研究，國立中山大學企業管理研究所未出版之碩士論文，民國八十三年七月
31. 賴慧君，當日沖銷交易獲利影響因素之研究，國立政治大學企業管理學系碩士班未出版之碩士論文，民國九十一年三月
32. 謝青良，信用交易資券相抵實施對證券市場流動性、波動性、成交量及尾盤價格之影響，國立中正大學財務金融研究所未出版之碩士論文，民國八十四年六月
二、英文部分
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