1·However, the existence of imperfect markets, there is obstruction to the transmission of information, will form the mispricing of stock index futures.
但由于市场是不完美的,对信息传递存在阻碍,会形成股指期货的错误定价。
2·In this paper, stock index futures theory prices is derived from Cost-of-carrying model gives rise to the concept of index futures mispricing.
本文从持有成本模型推导出的股指期货理论价格出发,引申出指数期货错误定价的概念。
3·The presence of mispricing is not conducive to the realization of market price discovery.
错误定价的存在不利于市场的价格发现功能实现。