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

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ISSN Print: 2150-4075
ISSN Online: 2150-4083
www.scirp.org/journal/ib
E-mail: ib@scirp.org

"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):

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[4]	Optimization of Intraday Trading Strategy Based on ACD Rules and Pivot Point System in Chinese Market
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[1]	Indices, Index Funds And ETFs 2018 DOI:10.1057/978-1-137-44701-2_9