4Jian Yang, Zhihui Yang, Yinggang Zhou. Intraday Price Discovery and Volatility Transmissi on in Stock Index and Stock Index Futures Markets: Evidence from China[J]. Journal of Future Markets. 2012,(32):99- 121.
5Martin T. Bohl, Christian A. Salm, Michael Schuppli. Price discovery and investor structure in stock index futures[J]. Journal of Future Markets.2011,(3): 282-306.
6James R.Cummings, Frino.A. Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares[J]. Accounting & Finance, 2011,(51): 661-683.
7Athanasios, V. Lead - Lag Relationship between Futures Market and Spot Market. Evidence from the Greek Stock and Derivative Market[J].International Research Journal of Finance and Economics.2010,(41): 163-176.
