| Reference: | 一、英文部份
Beneish, M.D., and Whaley, R.E., “S&P 500 Index Replacements”, The Journal of Portfolio Management, Fall 2002, pp.51-60
Boehmer B., and Boehmer E., “ Trading your neighbor’s ETFs： Competition or fragmentation？”, Journal of Banking & Finance, Vol. 27, No. 9, pp.1667-1703
Elton, E.J., et al.,“Spiders： Where are the bugs？”The journal of Business, Jul 2002, pp.453-471
Fernandes, K., “Evaluating index fund implementation in India”, 2003
Frino, A., and D.R. Gallagher,“Tracking S&P 500 Index Funds”, The Journal of Portfolio Management, Vol. 28, NO. 1, 2001, pp.44-55
Frino, A., and D.R. Gallagher, “Is Index Performance Achievable？ An Analysis of Australian Equity Index Funds”, Abacus, Vol. 38, No.2, 2002, pp.200-214
Frino, A., et al.,“Index Design and Implications for Index Tracking： Evidence from S&P 500 Index Funds”, The Journal of Portfolio Management, Winter Issue 2004, pp.89-95
Gastineau, G.L., “The Benchmark Index ETF Performance Problem”, The Journal of Portfolio Management, winter 2004, pp.96-103
Hasbrouck, J., “Intraday Price Formation in US Equity Index Markets”, Journal of Finance, Vol.58, No. 6, 2003, pp.2375-2399
Jares, T.E., and Lavin, A.M., “Japan and Hong Kong Exchange Traded Funds： Discounts, Returns, and Trading Strategies”, Journal of Financial Services Research, Vol. 25, No. 1, 2004, pp.57-69
John, E. Cresson, et al., “The Early Attraction of S&P 500 Index Funds： Is Perfect Tracking Performance An Illusion？”, Managerial Finance, Vol. 28, No. 7, 2002, pp1-8
Kostovetsky, L, “Index Mutual Funds and Exchange-Traded Funds”, The Journal of Portfolio Management, summer 2003, pp.80-92
Pope, P., and P. Yadav, “Discovering Errors in Tracking Error”, The Journal of Portfolio Management, Vol. 20, No. 2, 1994, pp.27-32
Rasmussen, S., “Going long with baskets： A cost-benefit comparison of exchange traded funds and index mutual funds”, Stanford University Economics Honors Thesis, 2003
二、中文部份
周行一、鎮明常， “證券商如何承做指數股票式基金及其衍生性金融商品之業務”， 中華民國證券商業同業公會， 2003年
葛思惠、陳正斌， “ETF在臺灣發行交易之可行性研究”， 臺灣證券交易所， 2001年
歐宏杰等， “臺灣50指數ETF投資實務”， 秀威資訊科技， 2003年， 台北市。
陳文練、張美蘭， “我國股票鉅額交易市場之研究”， 臺灣證券交易所， 2002年11月 |
