1[1]Brown, S. J., and Dybvig, P. H. (1986): "The Empirical Implications of the Cox, Ingersoll, Ross Theory of Term Structure of interest Rates", Journal of Finance, 41: 617-632.
2[2]Cox, J. C., Ingersoll, J. E., and Ross, S. A. (1981): "The Relation Between Forward Prices and Futures Prices", Journal of Financial Economics, 9: 321-346.
3[3]Cox, J. C., Ingersoll, J. E., and Ross, S. A. (1985): "A Theory of the Term Structure of Interest Rates", Economitrica, 53; 385-407.
4[4]Hemler, M. L., and Longstaff, F. A. (1991):"General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence", Journal of Financial and Quantitative Analysis, 26; 287-308.
5[5]Ramaswamy, K., and Sandaresan, M. (1985): "The Valuation of Option on Futures Contracts", Journal of Finance, 40: 1319-1340.
6台湾证券交易所.市场监视及稽核研究[R].2006.
7台湾证券交易所.现货市场与期货市场监视制度:防止操纵与内线交易之研究[R].1998.
8褚块海.中国期货市场风险研究[M].中国财政经济出版社,2002.
9Foster, D, Viswanathan, S. Strategic trading with asymmetrically informed traders and long-lived information [J]. Journal of Financial and Quantitative Analysis, 1994, 29: 499-518.
10Madhavan, A. Market microstructure: A Survey [J]. Journal of Financial Markets, 2000 (3) 205-258.
