多谢各位大侠相助。

已经找到的我就用红色标记出来，大家就不用再费心了~

1、Comell B and K R French.         The Pricing of Stock Index Future

2、Figlewski S.          Options Arbitrage in Imperfect Market

3、Hemler ML and F A Longstaf.     General Equilibrium Stock Index Futures Prices Theory and Empirical Evidence

4、HsuH sinan and Janchung Wang.     The Pricing Model of Stock Index Futures in Imperfect Markets and Analysis of Price Expectation

5、Klemkosky RC and J H Lee.     The Intraday Ex Post and Ex Ante Profitability of Index Arbitrage

6、Modest D M and M Sunderesan.        The Relationship between Spot and Futures Prices in Stock Index Futures Markets:Some Preliminary Evidence

7、Laatsch F and T Schwartz.     Price Discovery and Risk Transfer in Stock Index and Cash and  Futures Market

8、Stoll H R and R E Whaley.    The Dynamics of Stock Index and Stock Index Futures Returns

9、Chung Y P.              A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability

10、Olive Velez and Greg Capra        Tools and Tactics For The Master Day Trader

[此贴子已经被作者于2008-4-10 11:25:25编辑过]