The Effect of Introducing Stock Index Futures on Spot Market Quality: A Survey

被引:0
|
作者
Meng, Hailiang [1 ]
Ren, Ruoen [1 ]
Xing, Wei [1 ]
机构
[1] Beihang Univ, Sch Econ & Management, Beijing, Peoples R China
关键词
stock index futures; literature; market quality; effect;
D O I
暂无
中图分类号
TN [电子技术、通信技术];
学科分类号
0809 ;
摘要
This paper reviews the theoretical and empirical literature relating to the effect of introducing stock index futures on spot market quality. For some reasons, the literature in this field still has not formed a uniform viewpoint at present. This article offers some perspectives on the literature for investors, exchange managers, and policy makers.
引用
收藏
页码:9589 / 9592
页数:4
相关论文
共 50 条
  • [1] The Impact of Stock Index Futures on Spot Market Volatility
    Yao, Yao
    [J]. PROCEEDINGS OF THE 2016 INTERNATIONAL CONFERENCE ON EDUCATION, SPORTS, ARTS AND MANAGEMENT ENGINEERING, 2016, 54 : 1244 - 1247
  • [2] The Impact of Stock Index Futures on the Turkish Spot Market
    Caglayan, Ebru
    [J]. JOURNAL OF EMERGING MARKET FINANCE, 2011, 10 (01) : 73 - 91
  • [3] The Comparative Analysis of Stock Index Futures Trading Effect on the Trend of Spot Market
    Zeng Lingling
    Wang Renxiang
    Fu Ying
    [J]. 2010 2ND IEEE INTERNATIONAL CONFERENCE ON INFORMATION AND FINANCIAL ENGINEERING (ICIFE), 2010, : 659 - 661
  • [4] The effect of spot and futures trading on stock index market volatility: A nonparametric approach
    Illueca, M
    Lafuente, JA
    [J]. JOURNAL OF FUTURES MARKETS, 2003, 23 (09) : 841 - 858
  • [5] Research on Relation between Stock Index Futures and Spot Market
    Gong Zhiyong
    Li Dingan
    Fan Qi
    [J]. 2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31, 2008, : 9593 - +
  • [6] Analysis of the Volatility of Stock Index Futures on the Spot Market Return
    Zhao Jintao
    [J]. PROCEEDINGS OF THE 23RD INTERNATIONAL BUSINESS ANNUAL CONFERENCE (2016), BKS ONE AND TWO, 2016, : 889 - 893
  • [7] The effects of the stock index futures to the spot stock market: a study for the Istanbul Stock Exchange
    Gokbulut, R. Ilker
    Koseoglu, Sinem Derindere
    Atakan, Tulin
    [J]. ISTANBUL UNIVERSITY JOURNAL OF THE SCHOOL OF BUSINESS, 2009, 38 (01): : 84 - 100
  • [8] Study on the influence of stock index futures on the volatility of spot market Take the CHINA STOCK INDEX FUTURES 500 AS AN EXAMPLE
    Zhuhaidan
    [J]. 2019 INTERNATIONAL CONFERENCE ON ECONOMIC MANAGEMENT AND MODEL ENGINEERING (ICEMME 2019), 2019, : 385 - 388
  • [9] Analyzing the impact of stock index futures' trading limits on market quality during abnormal fluctuations in the spot market
    Ding, Yijun
    Feng, Yun
    [J]. Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2017, 37 (10): : 2481 - 2496
  • [10] Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash
    Han, Qian
    Liang, Jufang
    [J]. JOURNAL OF FUTURES MARKETS, 2017, 37 (04) : 411 - 428