Study on Stock Index Futures’ Mean Reversion Effect and Arbitrage in China Based on High-Frequency Data

ISSN Print: 2150-4075
ISSN Online: 2150-4083
www.scirp.net/journal/ib
E-mail: [email protected]

Citations

"Study on Stock Index Futures’ Mean Reversion Effect and Arbitrage in China Based on High-Frequency Data"
written by Wei Zhuo, Xiujuan Zhao, Zhou Zhou, Shouyang Wang,
published by iBusiness, Vol.4 No.1, 2012

has been cited by the following article(s):

[1]	Human–Computer Interaction, Incentive-Conflicts and Methods for Eliminating Index Arbitrage, Index-Related Mutual Fund Arbitrage and ETF Arbitrage
	2018

[2]	Contrat à terme sur indice boursier: le cas du FCE sur CAC40
	Thèse, 2016

[3]	基于日内高, 低价协整关系的统计套利研究
	数理统计与管理, 2015

[4]	Optimization of Intraday Trading Strategy Based on ACD Rules and Pivot Point System in Chinese Market
	Journal of Intelligent Learning Systems and Applications, 2012

[1]	Indices, Index Funds And ETFs 2018 DOI:10.1057/978-1-137-44701-2_9