<p>求助五篇股指期货方面的论文，谢谢好心人的帮助!</p><p>1、题名：stock index future arbitrage：international evidence</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 作者：Yadav P.K and Pope P.F.</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 期刊名称：Journal of Futures Market</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 年份，期，起止页码：1990,10,573-604</p><p>2、题名：The arbitrage pricing theory: Is it testable?</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 作者：Shanken J.</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 期刊名称：Journal of Finance</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 年份，期，起止页码：1982,37,1129-1140</p><p>3、题名：An empirical investigation of the arbitrage pricing theory</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 作者：Richard Roll and Stephen A. Ross</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 期刊名称：Journal of Finance</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 年份，期：1980,35</p><p>4、题名：Margins and Market Integrity: Margin setting for stock index futures and options</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 作者：Stephen Figlewski </p><p>&nbsp;&nbsp;&nbsp;&nbsp; 期刊名称：The Journal of Futures Markets</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 年份，期，起止页码：1984,Vol 4,No.3,385-416</p><p>5、题名：The dynamics of stock index and stock index futures returns </p><p>&nbsp;&nbsp;&nbsp;&nbsp; 作者：Stoll,Hans R. and Robert E. Whaley.</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 期刊名称：Journal of Quantitative and Financial Analysis</p><p>&nbsp;&nbsp;&nbsp;&nbsp; 年份，期，起止页码：1990,25,441-468</p><p>&nbsp;</p><p>非常感谢loveyouball 和onesource的帮助！！！[em17]</p>

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