精品毕业论文沪深300股指期货与现货市场关系的实证研究 - 图文(8)
┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ 装 ┊ ┊ ┊ ┊ ┊ 订 ┊ ┊ ┊ ┊ ┊ 线 ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊
精品毕业论文 毕业论文
参考文献
[1]Antoniou,A.,and Holmes P. Futures Trading, Information and Spot Price Volatility:Evidence for the FTSE-100 Stock Index Futures Contract Using GARCH[J].Journal of Banking & Finance,1995,(19).
[2]Chatrath,A.Song,F Adrangi,B. Futures trading activity and stock price volatility: some extensions [J]. Applied Financial Economics,2003.
[3]Yakup E. A. Index Futures, Spot Volatility and Liquidity: Evidence from FTSE Xinhua China A50 Index Futures [J].IEFEG School of Management, 2008.
[4]Edwards,Franklin R.1988a.Does Futures Trading Increase Stock Market Volatility? [J].Financial Analysts Journal,1988,(1).
[5]Edwards,Franklin R.1988b.Futures Trading and Cash Market Volatiity:Stock Index and Interest Rate Futures [J].The Journal of Futures Markets,1988,(8).
[6]Bologna,Pierluigi.,Cavallo,Laura.Does the introduction of stock index futures effectively reduce stock market volatility? Is the \effect\immediate? Evidence from the Italian stock exchange using GARCH [J].Applied Financial Economics,2002. [7]Floros,Christos. Vougas,Dimitrios V. Index futures trading,information and stock market volatility: The case of Greece Derivatives Use [J].Trading & Regulation,2006.
[8]Kavussanos,Manolis G. Visvikis,Ilias D. Alexakis,Panayotis D. The Lead-Lag Relationship Between Cash and Stock Index Futures in a New Market [J].European Financial Management, 2008.
[9]Rao,S. V. Ramana. Tripathy,Naliniprava. Impact Of Index Derivatives On Indian Stock Market Volatility-An Application Of ARCH And GARCH Model [J]. Corporate Ownership & Control,2009.
[10]FrerisA.F.The Effect of The Introduction of stock Index Futures on Stock Prices: The Experience of HongKong 1984-1987 [J],Pacifc Basin Capital Marcket Research,1990.
[11]Baldauf ,Brad and G.J.Santoni. Stock Price Volatility:Some Evidence from an ARCH Mode[J],Journal of Futures Markets,1991.
[12]Lee S.B. and Ohk K.Y. Stock Index Futures Listing Structural Change in Time Varying Volatility [J]. Journal of Futures Markets,1992.
[13]Herbst.McCormack.West. Investigation of a Lead-Lag Relatiionship between Spot Stock Indices and their Futures Contracts. Journal of Futures Markets;Aug87, Vol. 7 Issue 4,p373-381,9p,1 chart 3 graphs.
[14]Kawaller,Irag. Koch,Pauld. Koch,Timothy W. The Temporal Price Relationship between S&P 500 Futures and the S&P 500 Index. Journal of Finance; Dec87,Vol. 42 Issue 5,p1309-1329,21p.
[15]Stoll,Hans R.Whaley,Robert E. The Dynamics of Stock Index and Stock Index Futures Returns. Journal of Financial & Quantitative Analysis; Dec90, Vol. 25 Issue 4,p441-468,28p.
[16] Chan,K. A further analysis of the lead-lag relationship between the cash market and stock index futures market. Review of Financial Studies; 1992,Vol. 5 Issue 1.
[17]Fleming,Jeff.Ostdiek, Barbara. TRADING COSTS AND THE RELATIVE RATES OF PRICE DISCOVERY IN STOCK, FUTURES, AND OPTION MARKETS. Journal of Futures Markets; Jun96,Vol. 16 Issue 4,p353-387,35p,8 charts,1 graph.
[18]Nam,Seung Oh.Oh,SeungYoung.Kim,Hyun Kyung.Kim,Byung Chun. An empirical
共 47 页 第 34 页
┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ 装 ┊ ┊ ┊ ┊ ┊ 订 ┊ ┊ ┊ ┊ ┊ 线 ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊ ┊
精品毕业论文 毕业论文
analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets. International Review of Financial Analysis; 2006, Vol. 15 Issue 4/5,p398-414,17p.
[19]Frino,Alex.Walter,Terry. THE LEAD-LAG RELATIONSHIP BETWEEN EQUITIES AND STOCK INDEX FUTURES MARKETS AROUND INFORMATION RELEASES. Journal of Futures Markets; May2000,Vol. 20 Issue 5, p467-487,21p,4 charts.
[20]Hyun-Jung Ryoo. Smith,Graham. The impact of stock index futures on the Korean stock market. Applied Financial Economics; Feb2004,Vol. 14 Issue 4, p243-251,9p,6 charts.
[21]Kavussanos,Manolis G. Visvikis,Ilias D. Alexakis,Panayotis D. The Lead-Lag Relationship Between Cash and Stock Index Futures in a New Market [J].European Financial Management, 2008.
[22]肖辉,吴冲锋股指与股指期货日内互动关系研究[J].系统工程理论与实践,2004,(5). [23]葛佳琦.沪深300期货的推出对现货市场波动性的影响基于韩国市场的实证分析[D] .北京:对外经济贸易大学2007.
[24]李华,程婧.股指期货推出对股票市场波动性的影响研究:来自日本的证据[J].金融与经济,2006,(2).
[25]赵焕成.中国股指期货推出对股指波动影响的分析——基于香港股指期货对股指波动影响的实证研究[J] .中南财经政法大学研究生学报,2008,(6).
[26]汪冬华,欧阳卫平.股指期货推出前后股市反应的国际比较研究[J].国际金融研究,2009,(4).
[27]邹莹.论沪深300指数期货对股票现货市场波动性影响[J].现代商贸,2010,(20). [28]董晓亮.沪深300指数期货推出对股票市场波动性影响的分析[J].市场论坛,2011,(2).
[29]肖辉,吴冲锋,股指与股指期货日内互动关系研究[J].系统工程理论与实践,2004, (5).
[30]刘博文,房振明.我国股指期货与现货价格发现效率实证研究——基于沪深300模拟期货数据[J].大连理工大学学报(社会科学版),2008(3).
[31]熊熊,王芳.我国沪深300股指期货仿真交易的价格发现分析[J].天津大学学报(社会科学版) ,2008, (4).
[32]葛勇,叶德磊.沪深300股指期货与现货价格发现功能研究[J].河南金融管理干部学院学报,2008, (5).
[33]冯飞,唐伟敏.沪深300仿真交易股指与股指期货引导关系研究[J].金融经济,2008, (20).
[34]陈昭.沪深300股指期货价格发现贡献度研究[J].财会月刊, 2010, (6).
[35]黄凯,产俊.沪深300股指期货价格发现功能实证分析[J].金融经济, 2011, (3). [36]张晓峒.应用数量经济学[M].北京:机械工业出版社,2009.
[37]张晓峒.计量经济学基础(第三版)[M].天津:南开大学出版社,2009.
[38]黄永兴,徐鹏.股指期货对股票指数波动性的影响_基于沪深300股指期货仿真交易的计量检验[J].安徽工业大学学报(自然科学版),2010,(4) …… 此处隐藏:4567字,全部文档内容请下载后查看。喜欢就下载吧 ……
相关推荐:
- [互联网资料]2022年厦门大学机电工程系824机械设计
- [互联网资料]东南大学2022年硕士研究生拟录取名单公
- [互联网资料]能源调研报告(精选多篇)
- [互联网资料]初三英语下学期 中考英语 语法填空训练
- [互联网资料]2022内蒙古选调生行测常识备考:新事物
- [互联网资料]自驾必备!在新西兰租什么样的车自驾游
- [互联网资料]佛教素食菜谱44页未完
- [互联网资料]盈利能力分析外文翻译
- [互联网资料]2022年南昌航空大学音乐学院736马克思
- [互联网资料]优选外贸跟单实习报告总结(精品版)
- [互联网资料]银行新员工培训总结
- [互联网资料]2_year_visa_new_guidance_190316
- [互联网资料]天津市五校宝坻一中静海一中杨村一中芦
- [互联网资料]2007--2008学年第一学期高三数学宁波市
- [互联网资料]Chromatic framework for vision in ba
- [互联网资料]幼儿园大班上学期美术教案《心愿树》含
- [互联网资料]2022年华中农业大学信息学院820微型计
- [互联网资料]硬盘坏道的表现 __硬盘使用久了
- [互联网资料]江苏省2016年会计从业资格考试《会计基
- [互联网资料]公共场所卫生监督试卷全解
- 高级英语第一册所有修辞方法及例子总结
- 综合交通枢纽规划与城市发展
- 沃尔玛的企业文化案例分析
- 美国Thanksgiving Day 感恩节 介绍
- PEP六年级英语上册Unit6How do you fee
- 最齐全的中国大型商场购物中心名单
- 数据结构实验报告八—哈夫曼编译码
- 杭州市余杭区人民政府(通知)
- 七年级语文成语运用专项训练
- 微观经济学第三章 消费者行为 课后习题
- 对_钱学森之问_的思考
- Excel_三级联动_下拉菜单
- 办公用品需求计划申请表
- 对外汉语教材必须要知道的发展史
- 挑战杯大学生学术科技作品竞赛作品申报
- 举办民办教育培训机构应具备下列条件
- 太阳能路灯项目设计方案
- 2013年八年级上最新人教版新教材Unit3I
- 【历史】 6-4 《近代科学之父牛顿》 课
- 高中生物《第四章 第二节 探讨加酶洗衣




