National Unified Index and Index Futures

Author: Tan Xiangqiu
Publisher:
Publish Date: 2002-12-01
Features: This work fully reflects the high-quality latest research results in China's securities market on unified national indexes and index futures, making it a significant piece of research in this field. The content of the book includes Preface, Introduction, an overview of domestic and international literature on index futures research, an empirical study on the determination of systemic risk in China's A-share market, a research on the feasibility of introducing index futures trading in China, a study on the compilation of unified national indexes and their market characteristics, an analysis of the market impact and investment opportunities of introducing unified national indexes, a study on the design of China's index futures contracts, an analysis of the market impact and investment opportunities of introducing index futures, research on index futures pricing models, research on index futures hedging, research on index futures arbitrage strategies, and an empirical analysis of index futures investment strategies.