| 沪深300股指期货价格发现功能的实证分析 |
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| 引用本文： | 贾尚晖,慕静,牛晓蕙. 沪深300股指期货价格发现功能的实证分析[J]. 数学的实践与认识, 2012, 42(24) |
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| 作者姓名： | 贾尚晖 慕静 牛晓蕙 |
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| 作者单位： | 1. 中央财经大学应用数学学院,北京,100081
2. 中央财经大学统计学院,北京,100081 |
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| 摘 要： | 价格发现功能是股指期货的一项重要的经济功能.以股指期货与现货市场的相互关系作为出发点,以沪深300指数以及沪深300股指期货连续合约日收盘价数据作为研究对象,采用定性分析与实证分析相结合的手段,深入研究股指期货和现货市场间价格发现关系.
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| 关 键 词： | 股指期货 价格发现功能 |
An Empirical Analysis of the Relationship of the Stock Market and CSI-300 Stock Index Futures Market |
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| JIA Shang-hui , MU Jing , NIU Xiao-hui. An Empirical Analysis of the Relationship of the Stock Market and CSI-300 Stock Index Futures Market[J]. Mathematics in Practice and Theory, 2012, 42(24) |
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| Authors: | JIA Shang-hui MU Jing NIU Xiao-hui |
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| Abstract: | Price discovery function is an important economic function of the stock index futures.The paper is based on the relationship of the stock market and CSI-300 stock index futures market,selecting closing price data as a research object to make theoretical analysis and empirical analysis. |
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| Keywords: | stock index futures price discovery function |
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