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

Table 4

Fixed effects of IC, IF, and IH contracts.

Contract

IC1704

IC1705

IC1706

IC1709

IF1704

IF1705

IF1706

IF1709

IH1704

IH1705

IH1706

IH1709

Fixed effect

53

−16

−21

−7

97

−18

−25

−23

22

−19

−25

−15