Title: An Empirical Study of Arbitrage on HS300 Stock Index Future
Abstract: As the introduction of futures system,stock index futures are the result of futures and stocks market innovation,and stock index futures arbitrage plays a very important role in promoting marker efficiency.This paper reflects the whole arbitrage process of HS300 stock index futures and ETF fund simulation transactions,and we find many arbitrage opportunities in them.Finally,it points out 5 risks that investors have to prevent while using HS300 stock index futures to arbitrage
Publication Year: 2010
Publication Date: 2010-01-01
Language: en
Type: article
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Cited By Count: 1
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