Open Journal of Business and Management

Vol.7 No.3(2019), Paper ID 92255, 17 pages

DOI:10.4236/ojbm.2019.73075

 

The Statistical Arbitrage Study of CSI 500 Stock Index Futures Based on Intraday Effect

 

Jianwen Zhang, Guoqiang Tang, Qiaofen Miao, Jingling Yang

 

College of Science, Guilin University of Technology, Guilin, China
College of Science, Guilin University of Technology, Guilin, China
College of Science, Guilin University of Technology, Guilin, China
College of Science, Guilin University of Technology, Guilin, China

 

Copyright © 2019 Jianwen Zhang, Guoqiang Tang, Qiaofen Miao, Jingling Yang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Zhang, J. , Tang, G. , Miao, Q. and Yang, J. (2019) The Statistical Arbitrage Study of CSI 500 Stock Index Futures Based on Intraday Effect. Open Journal of Business and Management, 7, 1095-1111. doi: 10.4236/ojbm.2019.73075.

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