IEEE - Institute of Electrical and Electronics Engineers, Inc. - Research on overconfidence influence of stock index futures hedge

2014 International Conference on Management Science and Engineering (ICMSE)

Author(s): Chen Shao-gang ; Gu Xing
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 August 2014
Conference Location: Helsinki, Finland
Conference Date: 17 August 2014
Page(s): 1,295 - 1,300
ISBN (CD): 978-1-4799-5374-5
ISBN (Electronic): 978-1-4799-5376-9
ISBN (Paper): 978-1-4799-5375-2
ISSN (Electronic): 2155-1855
DOI: 10.1109/ICMSE.2014.6930379
Regular:

Stock index futures plays a vital role in the development process of stock market. It can be used to hedge market systematic risk caused by spot price fluctuations. The realization of hedge... View More

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