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An Empirical Analysis of the Interaction between Shanghai and Shenzhen 300 Stock Index Futures and Stock
| Content Provider | Semantic Scholar |
|---|---|
| Author | Chen, Bao-Guo Wang, Hai-Tao |
| Copyright Year | 2017 |
| Abstract | Based on the study of the interaction between Shanghai and Shenzhen 300 stock index futures and spot. The conclusions are as follows: there is a long-term equilibrium relationship between the two. This paper puts forward the following policy recommendations: first, learn from foreign countries, improve the trading mechanism; secondly, improve the information disclosure, improve the efficiency of information; finally, improve the structure of investors, improve market efficiency. Introduction In-depth study of Shanghai and Shenzhen 300 stock index futures and the relationship between the spot, for the securities market progress, regulatory guidance and future investors have important practical significance. |
| File Format | PDF HTM / HTML |
| DOI | 10.12783/dtssehs/esem2017/15076 |
| Alternate Webpage(s) | http://dpi-proceedings.com/index.php/dtssehs/article/viewFile/15076/14589 |
| Alternate Webpage(s) | https://doi.org/10.12783/dtssehs%2Fesem2017%2F15076 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
