1Bialkowski.JJakubowskij.Stock Index Future Arbitrage in Emerging Markets:Polish Evidence [J].Intemation Review of Finicial Analysis, 2006,8.
2Cornell, B., K.R. French. The Pricing of Stock Index Futures[J]. The Journal of Futures Markets,1983,3(1).
3Cornell, B. Taxes and the Pricing of Stock Index Futures: Empirical Results[J].The Journal of Futures Markets,1985,5(1).
4Figlewski, Stephen.Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium[J].Financial Analysts Journal,1984,3.
5Hsinan Hsu,Janchung Wang.Price Expection and Pricing of Stock Index Futures[J].Review of Quantitative Finance and Accounting, 2004,(23).
6Hsu, Hsinan, Janchung Wang.The Pricing Model of Stock Index Futures in Imperfect Markets and Analysis of Price Expectation [J].Journal of National Cheng Kung University, 1998,33.
7Klemkosky, R.C., J.H. Lee. The Intraday Ex Post and Ex Ante Profitability of Index Arbitrage[J].The Journal of Futures Markets, 1991,11(3).
8Mackinley, A.C., K. Ramaswamy, Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices[JJ.The Review of Financial Studies,1988,1(2).
9Ramaswamy, K., M. Sundaresan, The Valuation of Options on Futures Contracts[J].Joumal of Finance, 1985,40.
