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Literature Review on Arbitrage in Stock Index Futures

HU Li-gang

Abstract

Arbitrage in stock index future is one of the most important actions in stock index future market.Arbitrage is important to provide reasonable price of stock index futures,promote the function of the stock index futures market and the development of spot stocks market.However,it also has bad effects to the spot stocks market.The author makes a literature review on relative literatures of arbitrage in stock index futures,hoping to provide theoretical research support and policy suggestion to the coming stock index futures exchange in arbitrage.

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Key concepts: Arbitrage, Index arbitrage, Futures contract, Financial economics, Stock index futures, Economics, Stock exchange, Stock market index