Eurasia Journal of Mathematics, Science and Technology Education

• Balakrishnan, N., Gopinatha, J., Goswami D, & Shanker, L. (2014). Parallel computing strategies in the analysis of the inhibiting effect of price limits on futures prices [J]. Concurrency and Computation: Practice and Experience, 26(9), 1666-1678.
• Bessembinder, H., & Seguin, P. J. (1992). Futures‐trading activity and stock price volatility [J]. The Journal of Finance, 47(5), 2015-2034.
• Bian, J., & Su, T. (2010). T+1 trading system and Chinese warrant market premium [J]. Financial Research, (6), 143-161.
• Cacli, E. C., & Mandaci, P. E. (2013). The long-run relationship between the spot and futures markets under multiple regime-shifts: Evidence from Turkish derivatives exchange [J]. Expert Systems with Applications, 40(10), 4206-4212.
• Cai, X., & Liu, F. (2014). Micro fundamental exploration on the stock index futures’ macro-stabilization effect: based on the empirical examination of the Hushen300 stock index futures’ restriction on the stock market’s positive-feedback trading [J]. Security Market Guide, (12), 20-25.
• Chan, K. A. (1992). further analysis of the lead-lag relationship between the cash market and stock index futures market [J]. Review of financial studies, 5(1), 123-152.
• Chen, C., & Huang, Y. (2014). Research on the spillover effects and the dynamic relationship between the stock index futures and the spot market— Empirical analysis based on the markets of China, US, Japan and HK [J]. Macro-Economy Research, (6), 113-123.
• Chen, H. (1998). Price limits, overreaction, and price resolution in futures markets [J]. Journal of Futures Markets, 18(3), 243-263.
• Chen, W. (2011). Empirical research on the orders’ transparency’s effects to the market quality [J]. Security Market Guide, (12), 2938-2938.
• Chen, Y., Wu, Z.，& Wang, Y. (2014). Multiple markets’ transactions and price discovery of Hushen300 index derivatives securities [J]. Journal of Management Science, 17(12), 75-84.
• Chiarella, C., Iori, G., & Perelló, J. (2009). The impact of heterogeneous trading rules on the limit order book and order flows [J]. Journal of Economic Dynamics and Control, 33(3), 525-537.
• Dutt, H. R., & Harris, L. E. (2005). Position limits for cash‐settled derivative contracts [J]. Journal of Futures Markets, 25(10), 945-965.
• Gai, H., & Zhang, L. (2006). Comparison of the investment risks under the trading system of T+0 and T+1 system [J]. College Journal of Harbin Business University: Social science page, 22(5), 122-125.
• Ge, Y., & Zhang, L. (2009). The effects of T+1 trading system on Chinese stock market’s volatility: empirical analysis based on the time series date from 1992-2008 [J]. Economic Forum, (3), 45-48.
• Hamao, Y., & Hasbrouck, J. (1995). Securities trading in the absence of dealers: Trades and quotes on the Tokyo Stock Exchange [J]. Review of Financial Studies, 8(3), 849-878.
• Hua, R., & Chen, B. (2006). Price limit regulation’s effects on the stock index futures market’s price discovery process and volatility: based on the empirical research of Shanghai Futures Exchange [J]. Asia and Pacific Journal of Finance, 23(5), 86-93.
• Judge, A, & Reancharoen, T. (2014). An empirical examination of the lead–lag relationship between spot and futures markets: Evidence from Thailand [J]. Pacific-Basin Finance Journal, 29, 335-358.
• Kang, S. H., Cheong, C., & Yoon, S. M. (2013). Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market [J]. Physica A: Statistical Mechanics and its Applications, 392(8), 1795-1802.
• Kavussanos M. G., Visvikis, I. D., & Alexakis, P. D. (2008). The Lead‐Lag Relationship Between Cash and Stock Index Futures in a New Market [J]. European Financial Management, 14(5), 1007-1025.
• Kobayashi, S., & Hashimoto, T. (2007). Analysis of circuit breakers using artificial stock market [C]. Proceedings of the 12th International Symposium on Artificial Life and Robotics (AROB07), 260-263.
• Kobayashi, S., & Hashimoto, T. (2011). Benefits and limits of circuit breaker: Institutional design using artificial futures market [J]. Evolutionary and Institutional Economics Review, 7(2), 355-372.
• Lei, J. (2010). Empirical research on the decomposition of the bid-ask spread in Chinese stock market [D]. Chengdu: University of Electronic Science and Technology of China.
• Liu, T., & Ye, W. (2008). Rotary trading days: based on the empirical research of Shanghai security market [J]. New Finance, (3), 38-42.
• Mizuta, T., Izumi, K., Yagi, I., Yoshimura, S. (2013). Design of Financial Market Regulations against Large Price Fluctuations Using by Artificial Market Simulations [J]. Journal of Mathematical Finance, (3), 15-22.
• Mizuta, T., Kosugi, S., Kusumoto T, Matsumoto, W., Izumi, K., Yagi, I., & Yoshimura, S. (2015). Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations [J]. Intelligent Systems in Accounting, Finance and Management, 1.
• Pang, S., & Wu, M. (2014). Comparative study on margin settings of the stock index futures: based on the Hill estimator and the Var-x estimation [J]. Journal of Management Science, 17(6), 84-96.
• Pati, P. C., & Rajib, P. (2011). Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures [J]. Applied Economics Letters, 18(6), 567-574.
• Phylaktis, K., & Aristidou, A. (2010). Margin changes and futures trading activity: A new approach [J]. European Financial Management.
• Theissen, E. (2000). Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets [J]. Journal of Financial Markets, 3(4), 333–363.
• Wei, L, Xiong, X, & Che, H. (2012). Analysis of minimum quotation price unit’s effects on the liquidity and the volatility of the stock index futures market [J]. Modern Finance and Economics, (5), 45-51.
• Wei, L., Zhang, W., Xiong X., & Shi, L. (2015). Position limit for the CSI 300 stock index futures market [J]. Economic Systems.
• Wei, L., Zhang, W., Xiong, X., Zhao, Y. (2014). A Multi‐agent System for Policy Design of Tick Size in Stock Index Futures Markets [J]. Systems Research and Behavioral Science, 31(4), 512-526.
• Xiong, X., Liu, J., Xu, H. (2014). Analysis of cross-time arbitraging effects on Chinese stock index futures market volatility [J]. System Engineering: Theory and Practice, 34(3), 623-630.
• Xu, H. C., Zhang, W.，Xiong, X., Zhou, W. X. (2014). An Agent-Based Computational Model for China’s Stock Market and Stock Index Futures Market [J]. Mathematical Problems in Engineering.
• Xue, G., & Sriboonchitta, S. (2013). The optimal margin setting: The application of bivariate EVT method [J]. The Empirical Econometrics and Quantitative Economics Letters, 2(3), 56-74.
• Yagi, I., Mizuta, T., & Izumi, K. A. (2010). Study on the effectiveness of short-selling regulation using artificial markets [J]. Evolutionary and Institutional Economics Review, 7(1), 113-132.
• Yang, H., & Yan, H. (2008). Comparative empirical study on margin setting methods of index futures’ calendar spread trading [J]. Theory & Practice of System Engineering, 8(8), 132-138.
• Yeh, C. H., & Yang, C. Y. (2010). Examining the effectiveness of price limits in an artificial stock market [J]. Journal of Economic Dynamics and Control, 34(10), 2089-2108.
• Zhang, D., & Wei, X. (2013). Research on the effect of margin level to the stock index futures market: base on the perspectives of liquidity and volatility [J]. Management Review, 25(5), 35-41.
• Zhang, J., & Wang, X. (2014). Feasibility analysis of the T+0 trading system based on Chinese stock market [J]. Financial Times, (1), 247.
• Zuo, H., Liu, Z., & Zeng, H. (2012). High frequent data based research on the volatility spillover and the information delivery between the stock index futures market and the spot market [J]. Financial Research, (4), 140-154.

APA

Xiong, Liang, J., Cui, Y., Zhang, W., & Zhang, Y. (2017). Analysis of the Spot Market’s T+1 Trading System Effects on the Stock Index Futures Market. Eurasia Journal of Mathematics, Science and Technology Education, 13(12), 7679-7693. https://doi.org/10.12973/ejmste/77941

Vancouver

Xiong, Liang J, Cui Y, Zhang W, Zhang Y. Analysis of the Spot Market’s T+1 Trading System Effects on the Stock Index Futures Market. EURASIA J Math Sci Tech Ed. 2017;13(12):7679-93. https://doi.org/10.12973/ejmste/77941

AMA

Xiong, Liang J, Cui Y, Zhang W, Zhang Y. Analysis of the Spot Market’s T+1 Trading System Effects on the Stock Index Futures Market. EURASIA J Math Sci Tech Ed. 2017;13(12), 7679-7693. https://doi.org/10.12973/ejmste/77941

Chicago

Xiong, Juan Liang, Yian Cui, Wei Zhang, and Yongjie Zhang. "Analysis of the Spot Market’s T+1 Trading System Effects on the Stock Index Futures Market". Eurasia Journal of Mathematics, Science and Technology Education 2017 13 no. 12 (2017): 7679-7693. https://doi.org/10.12973/ejmste/77941

Harvard

Xiong, Liang, J., Cui, Y., Zhang, W., and Zhang, Y. (2017). Analysis of the Spot Market’s T+1 Trading System Effects on the Stock Index Futures Market. Eurasia Journal of Mathematics, Science and Technology Education, 13(12), pp. 7679-7693. https://doi.org/10.12973/ejmste/77941

MLA

Xiong et al. "Analysis of the Spot Market’s T+1 Trading System Effects on the Stock Index Futures Market". Eurasia Journal of Mathematics, Science and Technology Education, vol. 13, no. 12, 2017, pp. 7679-7693. https://doi.org/10.12973/ejmste/77941