股指期货:理论与国际证据

Stock Index Futures: Theories and International Evidence.

Journal of Finance · 1994
被引 76
人大 A+FT50UTD24ABS 4*

中文导读

介绍股指期货的理论基础和国际经验,涵盖期货交易、套利、估值、价格行为、风险溢价、市场效率及对冲等主题,适合金融经济学和期货市场研究者参考。

Abstract

Stock market indices introduction to futures trading futures exchanges arbitrage and the valuation of stock index futures arbitrage and relaxing the assumptions behaviour of the prices of stock index futures returns and the risk premium maturity, price volatility and volume market efficiency hedging the potential uses of stock index futures by fund managers the design and regulation of futures contracts future topics in index futures.

股指期货套利市场效率对冲