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

<table class="table-group" id="tab13"><tr><td><table class="table"><tr><td class="thead-hr" colspan="4"><hr/></td></tr><tr class="thead"><td class="align_left" rowspan="2">Component</td><td class="align_center" colspan="3">Initial eigenvalues</td></tr><tr class="thead"><td class="align_center">Total</td><td class="align_center">% of variance</td><td class="align_center">Cumulative %</td></tr><tr><td class="thead-hr" colspan="4"><hr/></td></tr><tr><td class="align_left">1</td><td class="align_center">3.684</td><td class="align_center">73.676</td><td class="align_center">73.676</td></tr><tr><td class="align_left">2</td><td class="align_center">0.929</td><td class="align_center">18.573</td><td class="align_center">92.249</td></tr><tr class="table-tr"><td colspan="4"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>The explanatory total variance.</div>

Discrete Dynamics in Nature and Society

tab13

Table 13

Table 13: Impact of the Adjustment of Maximum Order Volume on Pricing Efficiency of Stock Index Futures in China 