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Hedging Performance and Basis Risk in Stock Index Futures
4 个回复 - 1519 次查看【作者(必填)】 [*]STEPHEN FIGLEWSKI† 【文题(必填)】Hedging Performance and Basis Risk in Stock Index Futures 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.c ...2013-3-24 23:34 - 迷途mitu - 求助成功区

The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS
2 个回复 - 507 次查看【作者(必填)】Richie, Nivine, Robert T. Daigler, and Kimberly C. Gleason 【文题(必填)】The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS 【年份(必填)】2008 【全文链接或 ...2019-5-20 16:50 - johnzi0128 - 求助成功区

The Dynamics of Stock Index and Stock Index Futures Returns
2 个回复 - 538 次查看【作者(必填)】 [*]Get access [*]Volume 25,Issue 4 [*] December 1990, pp. 441-468 The Dynamics of Stock Index and Stock Index Futures Returns [*]Hans R. Stoll and Robert E. Whaley [*] ...2018-11-26 21:18 - freiburgskirt - 求助成功区

Intra-day volatility components in FTSE100 stock index futures
2 个回复 - 2659 次查看 Recent research has suggested that intra-day volatility may contain both short-run and long-run components due to the existence of heterogeneous information flows or heterogeneous market agents (Ander ...2011-1-24 00:26 - xhschneider - 金融工程（数量金融）与金融衍生品

Index Futures Trading and Stock Market Volatility in China: A Difference-in-Diff
3 个回复 - 827 次查看【作者(必填)】 [*]Shiqing Xie, [*] [*] [*]Taiping Mo 【文题(必填)】 Index Futures Trading and Stock Market Volatility in China: A Difference-in-Difference ApproachArticle in ...2017-3-3 12:59 - randompattern - 求助成功区

A Theory of Trading in Stock Index Futures
1 个回复 - 827 次查看【作者(必填)】Avanidhar Subrahmanyam 【文题(必填)】A Theory of Trading in Stock Index Futures 【年份(必填)】1991 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/content/4/1/17.sho ...2016-8-20 22:07 - blueskyy - 求助成功区

【文献求助】+The market for japanese stock index futures: Some preliminary evide
3 个回复 - 881 次查看【作者(必填)】Warren Bailey 【文题(必填)】The market for japanese stock index futures: Some preliminary evide 【年份(必填)】1989 【全文链接或数据库名称(选填)】Wiley Online Library:http://onli ...2015-2-3 22:37 - 向修海 - 求助成功区

股指期货相关英文论文 papers about stock index futures 分赚够了全部免费下载
58 个回复 - 15864 次查看最近看这个比较热门翻了一些英文文献希望对大家有帮助只看经典论文的请选择前5份论文前五份来自JSTOR 质量较高研究方向较多大家选择性下吧顺便俺赚点分论坛币少不好意思不好意思哦很久 ...2010-1-12 10:24 - icicle01 - 金融学（理论版）

Exchange Traded Funds and E-Mini Stock Index Futures
1 个回复 - 1871 次查看 Shows how to use both ETFs and E-Minis for high-powered results Exchange Traded Funds (ETFs) are a remarkable new tool for trading and investing in broad market segments or narrow sectors. ETF trading ...2015-6-26 11:14 - nelsoncwlee - 金融学（理论版）

The term structure of sentiment effect in stock index futures market C Yang, B G
1 个回复 - 891 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】The term structure of sentiment effect in stock index futures marketC Yang, B Gao - The North American Journal of Ec ...2015-7-17 21:28 - 马甲甲 - 文献求助专区

[求助] 有没有哪位好心人给下Charles Sutcliffe, Stock Index Futures.的电子版
3 个回复 - 2402 次查看 RT。。偶们老师上课要用他自己写的书= =。还不给折扣，买来好贵~有没有哪位好心人有电子版的。麻烦上传下。谢谢2010-1-28 05:32 - 沫沫颜 - 文献求助专区

悬赏求书：Stock Index Futures & Options
0 个回复 - 928 次查看 Stock Index Futures & Options: The Ins and Outs of Trading Any Index, AnywhereSusan Abbott Gidel ISBN: 978-0-471-29539-6 254 pages November 1999 DescriptionPraise for Stock Index Futures & ...2017-7-7 12:27 - 13311011656 - 悬赏大厅

CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE
1 个回复 - 632 次查看【作者(必填)】EDWARD TSANG 【文题(必填)】CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE[/backcolor] [/backcolor] 【年份(必填)】2005 【全文链接或数据库名称(选填)】http://www ...2014-10-29 11:01 - sgping - 求助成功区

price discovery and investor structure in stock index futures
4 个回复 - 2981 次查看 Previous literature on price discovery in stock index futures and spot markets neglects the role of different investor groups. This study relates time-varying spotfutures linkages studied within a VE ...2011-1-19 22:24 - xhschneider - 金融工程（数量金融）与金融衍生品

Margins and market integrity: Margin setting for stock index futures and options
1 个回复 - 1609 次查看帮忙找找这篇文章，非常感谢！2012-6-29 09:33 - wj7765 - 金融工程（数量金融）与金融衍生品

THE OVERNIGHT AND DAILY TRANSMISSION OF STOCK INDEX FUTURES
1 个回复 - 970 次查看【作者(必填)】 [*]Kent G. Becker†, [*]Joseph E. Finnerty†and [*]Alan L. Tucke 【文题(必填)】 THE OVERNIGHT AND DAILY TRANSMISSION OF STOCK INDEX FUTURES PRICES BETWEEN MAJOR INTERNA ...2014-8-1 10:06 - Shumi - 求助成功区

Bivariate GARCH estimation of the optimal hedge ratios for stock index futures
1 个回复 - 1023 次查看【作者(必填)】Tae H. Park;Lorne N. Switzer 【文题(必填)】Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note 【年份(必填)】1995年【全文链接或数据库名称(选填) ...2014-7-30 13:29 - hejihai - 求助成功区

EmpiricalAnalysis of Stock Index Futures Risk Management Based on CVaR-GARCH-GED
2 个回复 - 1266 次查看【作者(必填)】 [*]Xiao-bo Zhang 【文题(必填)】Empirical Analysis of Stock Index Futures Risk Management Based on CVaR-GARCH-GED Model 【年份(必填)】Proceedings of 20th International Conferenc ...2014-5-21 22:43 - nkky2011 - 求助成功区

Multifractal detrended fluctuation analysis of the Chinese stock index futures m
1 个回复 - 812 次查看【作者(必填)】 xs lu 【文题(必填)】 Multifractal detrended fluctuation analysis of the Chinese stock index futures market【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sciencedirect ...2014-3-29 21:37 - qijiongli - 求助成功区

求 Stock Index Futures: Theories and International Evidence
0 个回复 - 619 次查看作者：Charles M. S. Sutcliffe2013-9-30 14:34 - 乌鸦杜子腾 - 悬赏大厅

【独家发布】免费-BOCI-BOCI IF Review：Focus_Stock IndexFutures rebounded with we
4 个回复 - 1029 次查看 **** 本内容被作者隐藏 ****2013-3-20 23:22 - yanghaiting - 行业分析报告

【独家发布】免费-BOCI-IF ReviewFocus_ Stock Index Futures may continue toperform
9 个回复 - 1095 次查看 **** 本内容被作者隐藏 ****2013-4-16 22:39 - yanghaiting - 行业分析报告

Lead-lag relationship between spot index and futures price of the nikkei stock a
1 个回复 - 1109 次查看【作者(必填)】Y. K. Tse[/backcolor] 【文题(必填)】Lead-lag relationship between spot index and futures price of the nikkei stock average 【年份(必填)】1995 【全文链接或数据库名称(选填)】http ...2013-6-8 19:00 - qqhs006 - 求助成功区

A theory of trading in stock index futures
2 个回复 - 774 次查看【作者(必填)】A Subrahmanyam 【文题(必填)】A theory of trading in stock index futures 【年份(必填)】1991 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/content/4/1/17.short2013-4-9 10:59 - 不再后悔 - 求助成功区

Hedging with stock index futures: Estimation and forecasting with error correcti
1 个回复 - 896 次查看【作者(必填)】 [*]Asim Ghosh† 【文题(必填)】Hedging with stock index futures: Estimation and forecasting with error correction model 【年份(必填)】1993 【全文链接或数据库名称(选填)】http ...2013-3-24 15:21 - 迷途mitu - 求助成功区

Time‐varying jump risk premia in stock index futures returns
1 个回复 - 1013 次查看【作者(必填)】 Wing Hong Chan1,2,*, [*]Liling Feng2 【文题(必填)】Time‐varying jump risk premia in stock index futures returns 【年份(必填)】Article first published online: 8 JUL 2011【全文链 ...2012-10-15 10:47 - 杨万弟 - 求助成功区

Margins and market integrity: Margin setting for stock index futures and options
0 个回复 - 1187 次查看急需这篇文章，帮忙找找这篇文章，发至信箱：wj7765@sina.com2012-7-1 15:04 - wj7765 - 金融工程（数量金融）与金融衍生品

求The relationship between spot and futures prices in stock index futures market
3 个回复 - 1353 次查看【作者(必填)】Modest, D. M.; Sundaresan, M. 【文题(必填)】The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence 【年份(必填)】1983 【全文链 ...2012-3-27 15:49 - magiczhen - 求助成功区

求助经典金融论文Taxes and the pricing of stock index futures
3 个回复 - 1292 次查看【作者】B. Cornell 【文题】Taxes and the pricing of stock index futures 【年份】Journal of Finance (1983) 【全文链接或数据库名称(选填)】2012-3-5 16:26 - chuanouyang - 文献求助专区

[求助]有没有好心人能找到Charles Sutcliffe的Stock index futures的书？
5 个回复 - 3104 次查看在写股指期货方面的论文，求助好心人能不能找到Charles Sutcliffe的Stock index futures：theories and international evidence的书，电子版的，或者哪个网上书店什么的可以买到？2007-10-22 21:08 - uniquestt - 文献求助专区

Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage
3 个回复 - 1692 次查看一个很好的讲义 Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage2010-5-28 11:17 - david_nanj - 数据分析与数据挖掘

Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage.pdf
1 个回复 - 1804 次查看 Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage.pdf2010-6-27 14:44 - stjack1 - 数据分析与数据挖掘

[求书]Stock Index Futures
3 个回复 - 3811 次查看标题：[求书]Stock Index Futures 书名：Stock Index Futures 作者：Sutcliffe, Charles M.S. 出版商：International Thomson Publishing Services 出版日期：April 1998总页数： 544 pages 电子版链接：谁有电子版的 ...2007-10-30 10:02 - xzguan - 文献求助专区

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