2008•Unpublished venueRequires access

Research on Relation between Stock Index Futures and Spot Market

Zhiyong Gong, Dingan Li, Qi Fan

Abstract

The article examines the lead-lag relationship in returns on stock index futures and spot market from the Asia practice; the trading volume change relationship between stock index futures and spot market; the impact of stock index futures on stock price fluctuation. The conclusions drawn are that stock index futures may not enhance the spot market fluctuation. Stock index futures can strengthen the marketplace stability; they can perfect our countries capital market structure and function.

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Available abstract

Key concepts: Futures contract, Spot market, Stock index futures, Stock market index, Financial economics, Stock market, Capitalization-weighted index, Index (typography)