3Allan Hodgson, A. Mansur M. Masih, and Rumi Masih. Futures Trading Volume as A Determinant of' Prices in Different Momentum Phases [J] . International Review of Financial Analysis, 2006, 15 ( 1 ) : 68 -85.
4Chatrath A., Christie - David R. , Dhanda K. K. , and Knoeh T. W. Index Futures Leadership, Basis Behaviour and Trader Selectivity [ J] . Journal of Futures Markets, 2002, 22 (7) : 649 -677.
5Eugene Fama. Efficient Capital Markets : A Review of Theory and Empirieal Work [J].Journal of Finance, 1970, 25 (2) : 383 - 417.
6Green C.J. and Joujon E. Unified Tests of Causality and Cost of Carry: the Pricing of the French Stock Index Futures Contract [ J] . Inter- national Journal of Finance and Economics, 2000, 5 (2) : 121 - 140.
7Hcrbst A. F. , McCormack J. P. , and West E.N. Investigation of A Lead - lag Relationship between Spot Stock Indices and Their Futures Contracts [J] . Journal of Futures Markets, 1987, 7 (4) : 373 -381.
8Kenneth D. Garbade and William L. Silber. Price Movements and Price Discovery in Futures and Cash Markets [ J] . The Review of Eco- nomics and Statistics, 1983, 65 (2) : 289 -297.
9Manolis G. Kavussanos, Ilias D. Visvikis, and Panayotis D. Alexakis. The Lead - Lag Relationship Between Cash and Stock Index Futures in a New Market [J] . European Financial Management, 2008, 14 (5) : 1007 -1025.
10Martin T. Bohl, Christian A. Salm, and Michael Schuppli. Price discovery and investor structure in stock index futures[J]. Journal of Futures Markets, 2011, 31 (3) : 282 -306.