1.题目 Impact of Net Buying Pressure on Changes in Implied Volatility: Before and After the Onset of the Subprime Crisis
   作者 Yung-Ming Shiu , Ging-Ginq Pan, Shu-Hui Lin , Tu-Cheng Wu
   期刊 The Journal of Derivatives Summer 2010, Vol. 17, No. 4: pp. 54-66
  链接 http://www.iijournals.com/doi/abs/10.3905/jod.2010.17.4.054


2.题目 The Effect of Net Buying Pressure on Implied Volatility: Empirical Study on Taiwan's Options Market


Market

   作者 Chang-Wen Duan a, Ken Hung b
   期刊  International Review of Accounting, Banking and Finance Vol 2, No. 2, Summer 2010 Page 37~ 60
   链接 http://74.125.155.132/scholar?q=cache:5z70EXCY5SkJ:scholar.google.com/+taiex+index+option+imply+volatility+smile&hl=zh-CN&as_sdt=0,5


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