中文部分
1.余勃蒼(2005),以灰色理論為基礎之台股期貨交易策略,國立台灣大學科技技術工程系碩士論文,台北。2.吳百正(2004),台灣期貨市場弱勢效率性之研究,國立台灣科技大學碩士論文,台北。3.李惠妍(2003),類神經網路與迴歸模式在台股指數期貨預測之研究,國立成功大學EMBA碩士論文,台南。4.林俊吉(2005),應用灰聚集進行台股指數期貨程式交易設計,國立台灣科技大學技術工程系碩士論文,台北。5.姚庭俊(2003),K線理論對股價預測能力之研究,中山大學企業管理研究所碩士論文,高雄。6.施惠萍(1998),結構係變化的偵測與其在技術分析中的應用,國立臺灣大學碩士論文,台中。7.韋月桂(2003),台灣期貨市場交易策略之研究,台灣大學財務金融研究所位出版碩士論文,台北。8.徐守德(1990),技術分析之獲利性,台北市銀行月刊,1990年5月,pp11-21。9.陳俊翰(2009),人工智慧方法應用於台灣股票指數期貨隔日漲跌預測之研究,國立高雄第一科技大學資訊管理系碩士論文,高雄。10.陳蕾如(2004),K線與型態辨識函數之開發及技術分析之應用,義守大學碩士論文,高雄。11.黃怡中(2002),在不同技術指標策略交易下停損機制設置與否之績效分析,銘傳大學金融研究所碩士論文,台北。12.黃怡芬(2006),道氏理論、濾嘴法則與買入持有策略在台灣股市投資績效之比較,國立成功大學碩士論文,台南。13.蔡宜龍(1990),台灣股票市場技術分析指標有效性之衡量,成功大學工業管理研究所,台南。
14.蔡斌仕(1995),台灣股市技術分析之實證研究,台灣大學財務金融研究所未出版碩士論文,台北。15.鄭淑貞(1994),台灣股票市場弱式效率性實證之研究,國立台灣工業技術學院碩士論文,台北。
16.賴宏祺(1997),技術分析有效性之研究,中興大學企業管理系研究所未出版碩士論文,台北。17.Nison, S. (1991)。陰陽線(寰宇證券投資顧問公司譯)。台北:寰宇出版社(1994)。
18.Nison, S. (1997)。股票K線戰法(寰宇證券投資顧問公司)。台北:寰宇出版社(1999)。
英文部分
1.Alexander, S. S.(1961), “Price Movements in Speculative Markets: Trends or Random Walks” in P Cootner, ed: The Random Character of Stock Market Prices (MIT Press, Cambridge, Mass.), pp.199-218
2.Bishara, H. I.(1977), “Establish a Modified Dow Theory for Canada and Testing Its Buy and Sell Signals against Buy and Hold Strategy”, Acron Business and Economic Review, Winter 1997, pp.43-51.
3.Brock, W., Lakonishok, J. and LeBaron B.(1992), “Simple Technical Trading Rule and the Stochastic Properties of Stock Returns”, Journal of Finance, 47, pp.1731-1764.
4.Brown, S. J., William A., Goetzmann, Alok, K. (1998), “The Dow Theory: William Peter Hamilton’s Track Record Reconsidered”, The Journal of Finance, August, pp.1311-1333.
5.Chu. J. and Osler C.L.(2003), “Identifying Noise Traders: The Head – and - shoulders Pattern in U.S. Equities, Federal Reserve Band of New York.
6.Coutts, J.A., Cheung K.C. (2000),“ Trading Rules and Stock Returns:Some Preliminary Short Run Evidence From The Hang Seng 1985-1997 ”, Applied Financial Economics, October pp. 579-586.
7.Cowles, A. (1993), “Can Stock Market Forcasters Forcast?”, Econometrica, July, pp.309-324.
8.Dimpster, M.A.H and Jones, C.M.(1998), “Can Technical Trading Pattern Be Profitably Automated? 1.Channel 2.Head and Shoulders” University Of Cambridge.
9.Fama, E. F. (1965),“The Behavior of Stock-Market Prices”, The Journal of Business, pg.34-105, January.
10.Gencay, R.(1998), ‘The Predictability of Security Returns with Simple Trading Rules”, Journal of Empirical Finance, 5, pp.347-359.
11.Glickstein, D. A. and Wubbels R. E.(1983), “Dow Theory is Alive and Well”, Journal of Portfolio Management, Spring 1983, pp.28-32.
12.Kamijo K. and Tanigawa T.(1990), “Stock Price Pattern Recognition- A Recurrent and Neutral Network Approach”, In 1990 International Joing Conference on Neutral Networks, pp.215-212.
13.Kwon K.Y. and Kish R.J(2002), “A Comparative Study of Technical Trading Strategies and Return Predictability: An Extension of Brock, Lakonishok and LeBaron(1992) Using NYSE and NASDAQ Indices”, the Quarterly Review of Economics and Finance, 42, pp.611-631.
14.Lee, K.H. and Jo, G.S.(1999), “Expert System for Predicting Stock Market Timing Using a Candlestick Chart”, Expert System with Applications, 16(4), pp.357-364.
15.Lo A. W. & MacKinlay, A. C. (1988), “Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification test”, Review of Financial Study, 1, 41-66.
16.Saitta, A.(1995), Using Dow Theory to Catch Trends”, Futures, October 1995, pp.46-48.
17.Sweeney, R.J.(1988), “Some New Filter Rule Tests: Methods and Results”, Journal and Finance and Quantitative Analysis, Vol.23, No.3, pp.285-300.
18.Wong, C.S. M.(1997), Technical Analysis and Market Inefficiency: A Study of Hong Kong Market”, The Chinese University of Hong Kong.