Analysis of the Spot Market’s T+1 Trading System Effects on the Stock Index Futures Market

Author:

Cui Yian,Xiong Xiong,Liang Juan,Zhang Wei,Zhang Yongjie

Publisher

Modestum Publishing Ltd

Subject

Applied Mathematics,Education

Reference41 articles.

1. Balakrishnan, N., Gopinatha, J., Goswami D, & Shanker, L. (2014). Parallel computing strategies in the analysis of the inhibiting effect of price limits on futures prices [J]. Concurrency and Computation: Practice and Experience, 26(9), 1666-1678.

2. Bessembinder, H., & Seguin, P. J. (1992). Futures‐trading activity and stock price volatility [J]. The Journal of Finance, 47(5), 2015-2034.

3. Bian, J., & Su, T. (2010). T+1 trading system and Chinese warrant market premium [J]. Financial Research, (6), 143-161.

4. Cacli, E. C., & Mandaci, P. E. (2013). The long-run relationship between the spot and futures markets under multiple regime-shifts: Evidence from Turkish derivatives exchange [J]. Expert Systems with Applications, 40(10), 4206-4212.

5. Cai, X., & Liu, F. (2014). Micro fundamental exploration on the stock index futures’ macro-stabilization effect: based on the empirical examination of the Hushen300 stock index futures’ restriction on the stock market’s positive-feedback trading [J]. Security Market Guide, (12), 20-25.

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