An Empirical Analysis of the Interaction between Shanghai and Shenzhen 300 Stock Index Futures and Stock

Abstract

Based on the study of the interaction between Shanghai and Shenzhen 300 stock index futures and spot. The conclusions are as follows: there is a long-term equilibrium relationship between the two. This paper puts forward the following policy recommendations: first, learn from foreign countries, improve the trading mechanism; secondly, improve the information disclosure, improve the efficiency of information; finally, improve the structure of investors, improve market efficiency.