Fractal Characteristics, Multiple Bubbles, and Jump Anomalies in the Chinese Stock Market

Table 4

Unit root test of price return of metal futures.

Up jump	Down jump	Small jump of transverse disk	Transition stage
2005/4–2007/10	2007/11–2008/10	2009/8–2009/11	2012/1–2012/4
2008/11–2009/7	2009/12–2010/6	—	2012/5–2012/11
2010/7–2010/10	2010/11–2011/12	—	2013/7–2014/5
2014/6–2015/5	2012/12–2013/6	—	—
—	2015/6–2015/11	—	—