• DocumentCode
    3465885
  • Title

    The Effect of Introducing Stock Index Futures on Spot Market Quality: A Survey

  • Author

    Meng, Hailiang ; Ren, Ruoen ; Xing, Wei

  • Author_Institution
    Sch. of Econ. & Manage., Beihang Univ., Beijing
  • fYear
    2008
  • fDate
    12-14 Oct. 2008
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    This paper reviews the theoretical and empirical literature relating to the effect of introducing stock index futures on spot market quality. For some reasons, the literature in this field still has not formed a uniform viewpoint at present. This article offers some perspectives on the literature for investors, exchange managers, and policy makers.
  • Keywords
    investment; stock markets; exchange managers; investors; policy makers; spot market quality; stock index; Costs; Displays; Fluctuations; Frequency; Instruments; Large-scale systems; Microstructure; Quality management; Stability; Stock markets;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Wireless Communications, Networking and Mobile Computing, 2008. WiCOM '08. 4th International Conference on
  • Conference_Location
    Dalian
  • Print_ISBN
    978-1-4244-2107-7
  • Electronic_ISBN
    978-1-4244-2108-4
  • Type

    conf

  • DOI
    10.1109/WiCom.2008.2238
  • Filename
    4680427