| 股票指数期货套利文献评述 |
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| 引用本文： | 胡立刚.股票指数期货套利文献评述[J].云南财贸学院学报,2008,24(2):92-97. |
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| 作者姓名： | 胡立刚 |
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| 作者单位： | 上海财经大学金融学院 上海200433 |
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| 摘 要： | 股票指数期货套利是股票指数期货市场中一种重要的交易行为,股指期货价格的合理定价,对促进股指期货市场功能的有效发挥以及促进现货市场的发展有着重要作用,但对现货市场有不利影响。对国外近20年来股指期货套利相关文献进行评述,希望能够对中国即将推出的股指期货交易提供套利方面的理论研究支持和政策建议。
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| 关 键 词： | 股指期货 套利 文献评述 |
| 文章编号： | 1007-5585(2008)02-0092-06 |
| 修稿时间： | 2007年10月13 |
Literature Review on Arbitrage in Stock Index Futures |
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| HU Li-gang.Literature Review on Arbitrage in Stock Index Futures[J].Journal of Yunnan Finance and Trade Institute,2008,24(2):92-97. |
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| Authors: | HU Li-gang |
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| Abstract: | Arbitrage in stock index future is one of the most important actions in stock index future market.Arbitrage is important to provide reasonable price of stock index futures,promote the function of the stock index futures market and the development of spot stocks market.However,it also has bad effects to the spot stocks market.The author makes a literature review on relative literatures of arbitrage in stock index futures,hoping to provide theoretical research support and policy suggestion to the coming stock index futures exchange in arbitrage. |
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| Keywords: | Stock Index Future Arbitrage Literature Review |
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