It makes a deep analysis on price interval,linkage between futures and stocks,and price volatility,and finds that there is a severe phenomenon of deviation between the theoretical and actual price in the Shanghai-Shenzhen 300 index futures emulation trade.
从无套利价格区间、期—现联动性和波动性等方面深入分析,发现沪深300股指期货仿真交易存在较严重的实际价格与无套利价格背离现象。
参考来源 - 沪深300股指期货仿真交易价格风险实证分析·2,447,543篇论文数据，部分数据来源于NoteExpress
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