Impact of the Adjustment of Maximum Order Volume on Pricing Efficiency of Stock Index Futures in China

Table 1

Related research results of the probability of informed trading.

Research method	Researchers	Application field
PIN + EKOP	Easley and O’hara [6]; Chen et al. [11]; Brockman and Yan [12]	Continuous time sequential trading
PIN + AACD	Petchey et al. [16]; Easley et al. [15]; Tay et al. [13] applied the research of [14]	Irregular interval trading
DPIN	Chang et al. [17]; Weng et al. [18]; Yan and Ouyang [19]	Dynamic intraday measurement of the probability of informed trading
VPIN	Easley et al. [7]; Abad and Yagüe [20]; Kitamura and Yoshihiro [21]; Sifat and Mohamad [22]	The probability of informed trading under the unbalanced characteristics of order book