本研究事件期範圍的選擇和部分文獻的差別在於，目前大部分的文獻對於台灣的總大統選事件期的範圍都是在事件日之前也就是選舉投票日之前，範圍的天數則因各研究不同的考量而有所不同而本文則以投票日前後各15日作為事件期，一方面所印證選舉對於金融市場的時間有可能會延續至投票日後數天。
而本文也因為選擇的金融標的跟其他文獻不太一樣，本文所選擇的是台指期所以本文也利用最小平方法(OLS)估計出確實大盤確實有落後期貨一期或以上的情況出現也就是落後期的係數檢定顯著不為零，符合期貨領先現貨的假設也使得研究的樣本由股票變成期貨商品有更大的意義。

The sample data of this study was taken from the database of the TEJ Economic News, and the incident research method was used as the principal axis of statistics design. In addition, the hypothesis of the study was to investigate whether there was an apparent fluctuation in the abnormal return rate of the “event period”. The rate of return is obtained by using the "average adjustment method" to determine the expected rate of return during the estimation period, and then subtracting the expected rate of return from the actual rate of return of the event period. This article also because the chosen financial target is not quite the same as other literatures. This article selects the period of the index, so this article also uses the OLS method to estimate that the real market has indeed a situation in which one or more futures are lagging behind. The coefficient check in the backward period is notably zero, and the assumption that the futures lead the spot also makes it more meaningful for the sample of research to be changed from stock to futures commodity.

中文摘要……… i
英文摘要……… ii
誌謝………………iii
目錄……………iv
表目錄…………v
圖目錄…………vi
第一章緒論……………1
1.1研究動機與背景…………1
1.2研究目的…………2
1.3研究架構…………2
第二章文獻探討…………5
2.1選舉與金融市場的關聯研究…………5
2.2期貨對於現貨之領先地位…………6
2.3 影響指數期貨與現貨間領先落後關係之因素…………7
2.4大選影響期貨交易之研究…………8
2.5政治性景氣循環探討…………8
第三章研究設計與資料分析…………10
3.1資料來源…………10
3.2資料分析…………11
3.3事件研究法簡介…………18
3.4模型設計…………20
第四章 統計實證…………28
4.1實證結果分析…………28
4.2小結…………35
第五章結論與建議…………36
參考文獻…………37
英文大綱…………39

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