Shanghui Jia
Abstract
Price discovery function is an important economic function of the stock index futures.The paper is based on the relationship of the stock market and CSI-300 stock index futures market,selecting closing price data as a research object to make theoretical analysis and empirical analysis.
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Price discovery function is an important economic function of the stock index futures.The paper is based on the relationship of the stock market and CSI-300 stock index futures market,selecting closing price data as a research object to make theoretical analysis and empirical analysis.
Key concepts: Futures contract, Stock market, Stock index futures, Futures market, Stock market index, Capitalization-weighted index, Stock market bubble, Index (typography)