| 參考文獻 | 一、中文部分
林蒼祥、朱正進與謝文良，「固定採樣數股價指數期貨：台灣50指數期貨合約研究」
林蒼祥與李進生，「固定採樣股價指數選擇權：台灣50指數選擇權契約設計之研究」，台灣期貨交易所委託研究計畫書，民國92年。
歐宏杰、賴朝隆、陳品橋與劉宗聖，「寶來金融商品叢書系列2：全球指數商品」，第一版，商訊文化事業股份有限公司，民國91年。
賴朝隆、歐宏杰與劉宗聖，「台灣50指數ETF投資實務」，第一版，秀威資訊科技股份有限公司，民國92年。
二、英文部分
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Butterworth, D. and P. Holmes, 1999,“Inter-market Spread Trading: Evidence from UK Index Futures Markets,” Working Papers Series in Economics & Finance 9906. University of Durham.
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Kwiatkowski, D., P, Phillips, P. Schmide, and Y. shin, 1992, “Testing the Null Hypothesis of Stationary against the Alternative of a Unit Root,” Journal of Econometrics 54, 159-178.
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Mackinlay, A. and K. Ramaswamy, 1988, “Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices,” The Review of Financial Studies 1, 137-158.
Nelson C. R. and C. I. Plosser, 1982, “Trends and Random Works in Macroeconomics Time Series: Some Evidence and Implications,” Journal of Monetary Economics 10, 139-162.
Phillips, P. C. B.,1987, “Time Series Regression with a Unit Root,”Econometrica 55, 277-301.
Phillips, P. and P. Perron, 1988, “Testing For A Unit Root in Time Series Regression,” Biometrica 75, 335-346.
Said, S. E. and D. A. Dickey, 1984, “ Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order,” Biometrica 71, 599-607.
Sharpe, W. F., 1994, “The Sharpe Ratios,” The Journal of Portfolio Management 21, 49-58.
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