Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《Journal of Henan Institute of Engineering(Social Science Edition)》 2010-02
Add to Favorite Get Latest Update

Reflection on China Stock Index Futures Contract Multiplier

CHEN Xu-guang,ZHANG Ge(School of Finance,Dongbei University of Finance & Economics,Dalian 116025,China)  
Contract multiplier and the underlying index point determine the value of stock index futures contracts,and play a key role on transaction risk to investors.Therefore,it should calculate the value of the contract according to the point in current main contracts in China's stock index futures market,and then test the bearing capacity of margin on the risk of price fluctuation in accordance with the exchange ratio requirement.In future,the design and development process of the contract multiplier in abroad mature markets could be learned from,and the appropriate adjustments could be made to reduce the transaction risk by the actual requirements and the development of the domestic market trends.
【CateGory Index】: F224;F832.51
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
【Citations】
Chinese Journal Full-text Database 1 Hits
1 Yang Feng;A Comparative Study of Oversea Stock Index Futures Market[J];Journal of Finance;2002-07
【Co-citations】
Chinese Journal Full-text Database 7 Hits
1 CAO Fengqi, JIANG Huadong(Guanghua School of Management, Peking University, Beijing 100871, China);Research on Index Future Market Development in China[J];Journal of Peking University(Humanities and Social Sciences);2003-06
2 MA Yong-liang~1,ZHANG He-cheng~2(1.Nankai University,Graduate Department,Tianjin,300071;2.Dongbei University of Finance and Economics,Graduate Department,Dalian Liaoning,116025);The pricing and applications of cross currency forward contracts[J];Journal of Dongbei University of Finance and Economics;2006-01
3 Yang Feng;A Comparative Study of Oversea Stock Index Futures Market[J];Journal of Finance;2002-07
4 Tu Zhiyong Guo Ming;A Theoretical Study of the Dynamic Effects of the Introduction of Stock Index Futures on the Stock Market Price[J];Journal of Financial Research;2008-10
5 LIU Niu-xia,WEN Ya -li;Analysis on the Obstacles to the Esta blishment of the Future Delivery for S tock Price Index In China at Present[J];Sci/tech Information Development & Economy;2003-01
6 WANG Ling1,AN Ying-hui2(1.School of Management,Tianjin University,Tianjin 300072;2.China Construction Bank,Beijing 100032,China);Research and Analysis of Stock Index Future Market and Security of Financial Market[J];Journal of Northwest A&F University(Social Science Edition);2007-06
7 QIN Jun(Business Administration , NanJing University of Finance & Economics , NanJing 210003,China );On the Theory of the Stock Index Future in China[J];Journal of Ningbo Polytechnic;2004-04
【Secondary Citations】
Chinese Journal Full-text Database 1 Hits
1 Yang Feng;A Comparative Study of Oversea Stock Index Futures Market[J];Journal of Finance;2002-07
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved