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中文文獻
1.柯如鳳(2006),「豁免融券賣出不得低於前一營業日收盤價對市場品質之影響-以臺灣50指數成分股為例」,國立中央大學財務金融研究所碩士論文。
2.張琬蕎(2010),「取消平盤放空限制對台灣中型100指數成分股流動性、波動性與效率性之影響」,逢甲大學財務金融研究所碩士論文。
3.黃致遠(2010),「法人與散戶賣空之動機及其對股票報酬影響之探討」,國立中山大學財務管理研究所碩士論文。
4.陳家懿(2012),「借券賣出與股價報酬率之實證研究」,國立中央大學財務金融研究所碩士論文。
5.陳旻暄(2013),「賣空交易對股價報酬率影響之實證研究」,國立中央大學財務金融研究所碩士論文。
中文書籍
1.鍾惠民等編著,財金計量,雙葉書廊,台北市,2002年。
2.周賓凰,計量經濟學:理論、觀念與應用,智勝文化,台北市,2010年。
3.彭昭英、唐麗英主編,SAS123,七版,儒林圖書,台北市,2010年。
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