<p>求助五篇股指期货方面的论文,谢谢好心人的帮助!</p><p>1、题名:stock index future arbitrage:international evidence</p><p> 作者:Yadav P.K and Pope P.F.</p><p> 期刊名称:Journal of Futures Market</p><p> 年份,期,起止页码:1990,10,573-604</p><p>2、题名:The arbitrage pricing theory: Is it testable?</p><p> 作者:Shanken J.</p><p> 期刊名称:Journal of Finance</p><p> 年份,期,起止页码:1982,37,1129-1140</p><p>3、题名:An empirical investigation of the arbitrage pricing theory</p><p> 作者:Richard Roll and Stephen A. Ross</p><p> 期刊名称:Journal of Finance</p><p> 年份,期:1980,35</p><p>4、题名:Margins and Market Integrity: Margin setting for stock index futures and options</p><p> 作者:Stephen Figlewski </p><p> 期刊名称:The Journal of Futures Markets</p><p> 年份,期,起止页码:1984,Vol 4,No.3,385-416</p><p>5、题名:The dynamics of stock index and stock index futures returns </p><p> 作者:Stoll,Hans R. and Robert E. Whaley.</p><p> 期刊名称:Journal of Quantitative and Financial Analysis</p><p> 年份,期,起止页码:1990,25,441-468</p><p> </p><p>非常感谢loveyouball 和onesource的帮助!!!
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