Influence of Introduction of Stock Index Futures on Information Efficiency of Stock Market in the Hong Kong Capital Market

被引：0
|
作者：
Meng, Hailiang [1 ]
机构：
[1] Beijing Informat Sci & Technol Univ, Econ & Management Inst, Beijing, Peoples R China
来源：
ADVANCES IN ELECTRONIC COMMERCE, WEB APPLICATION AND COMMUNICATION, VOL 1 | 2012年 / 148卷
关键词：
information efficiency; Stock Index Futures; stock market; VOLATILITY;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
What influence will the introduction of stock index futures exert on the information efficiency of stock market? The research on it will be of great theoretical and practical significance to both the investors and the managers of the financial market. This paper empirically researches the influence of the introduction of Stock Index futures on the information efficiency of the stock market in the Hong Kong capital market and the results show the introduction of stock index futures improves the information efficiency of stock market.
引用
收藏
页码：393 / 398
页数：6
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