| Reference: | 一、英文文獻
1.Ackert,L.F. and B.Church, third quarter, 1998, Competitiveness and Price Setting in Dealer Markets, Federal Reserve Bank of Atlanta Economic Review.
2.Baird,A.J., 2001, Electronic trading Master``s Secrets from the Pros, John Wileys & Sons,Inc.
3.Baird,B. and C. McBurney, 1999, Electronic day trading to win, John Wileys & Sons,Inc.
4.Barclay,M.J., W.Christie, J.Harris, E.Kandel and P.Schultz, 1999, The Effect of Market Reform on the Trading Costs and Depths of Nasdaq Stocks, Journal of Finance 54, 1-34.
5.Battalio,R., B.Hatch, and R.Jennings, 1997, SOES Trading and Market Volatility, Journal of Financial and Quantitative Analysis 32, No.2, 225-238.
6.Christie,W. J.Harris and P.Schultz, 1994, Why Did Nasdaq Market Makers Stop Avoiding Odd-Eight Quotes?, Journal of Finance 49, 1841-1860.
7.Christie,W. and P.Schultz, 1994, Why Do Nasdaq Market Makers Avoid Odd-Eight Qouotes? , Journal of Finance 49, 1813-1840.
8.Christie,W. and P.Schultz, 1999, The Initiation and Withdraw of Odd-Eight Quotes Among Nasdaq Stocks: An Empirical Analysis, Journal of Financial Economics 52, 409-442.
9.Cohen,S.S., 1999, The Empires Strike Back — Part1:The War Against Day Trading, //www.electronic-traders.org/press143.html.
10.Faucaulty,T., A.Roell and P.Sandas, 1999, Imperfect Market Monitoring and SOES Trading, Working Paper.
11.Hariss,J. and P.Schultz, 1997, The Importance of Firm Quotes and Rapid Executions: Evidence from The January 1994 SOES Rules Change. Journal of Financial Economics 45, 135-166.
12.Hariss,J. and P.Schultz, 1998, The trading profits of SOES bandits. Journal of Financial Economics 50, 39-62.
13.Huang,R.D., 2000, Price Discovery by ECNs and Nasdaq Market Makers ,Owen Graduate School of Management Vanderbilt University.
14.Kandel,E. and L.Marx, 1999, Odd-eight Avoidance as a Defense Against SOES Bandits , Journal of Financial Economics 51, 85-102.
15.NASAA (North American Securities Administrators Association), 1999, Report of the day trading project group findings and recommendations, //www.nasaa.org/daytradingreport.htm.
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二、中文文獻
1. 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學研究所未出版碩士論文，民國八十四年六月。
2. 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研究所未出版碩士論文，民國八十四年六月。
3. 許秋瑾，「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碩士論文，民國八十八年六月。
4. 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。
5. 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碩士論文，民國八十三年七月。
6. 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碩士論文，民國八十四年六月。
7. 葛雷格利Ÿ米勒曼，「e當沖大師-股市掏金術」，繆淑君譯，時報出版社，民89。 |
