Font Size: a A A

The Impacts Of Detrusion Of Hushen 300 Stock Index Future On The Spot Market

Posted on:2012-09-25Degree:MasterType:Thesis
Country:ChinaCandidate:Z X ZhangFull Text:PDF
GTID:2219330362953937Subject:Technical Economics and Management
Abstract/Summary:PDF Full Text Request
April 16, 2010, Husheng300 stock index future listed on CFFE。At present, Husheng300 stock index future'development is smooth and orderly. Volume of trade and open scale are rising gradually, and the quantity of investors is increasing. Whether the launch of Husheng300 stock index future influence on the spot market and what is the relationship between the stock index futures and spot market, become more and more important to inventors.This paper will research the influence on spot market when Husheng300 stock index future launched, and the relation between Husheng300 stock index future and spot market. this paper are as follows:The first part of this paper is background and significance of the research. The second part is basic concepts and main characteristics of future, Husheng300 stock index future and Husheng300 stock index.The third part of the paper will research the influence on spot market when Husheng300 stock index future launched.The forth part of the paper will research the influence on the waving of spot market and the change of week-effect when Husheng300 stock index future launched.In this part, I will do some practical test on relations between Husheng300 stock index future and the spot market.The last part of the paper will research the relation between Husheng300 stock index future and spot market in detail.
Keywords/Search Tags:Husheng300 stock index future, GARCH-model, Week-Effect
PDF Full Text Request
Related items