Research Article

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

Table 9

KMO and Bartlett tests.

Contract

IFKaiser–Meyer–Olkin measurement0.598
Bartlett’s sphericity testThe approximate chi-square22704.647
df10
Sig.0.000

ICKaiser–Meyer–Olkin measurement0.658
Bartlett’s sphericity testThe approximate chi-square15331.346
df10
Sig.0.000

IHKaiser–Meyer–Olkin measurement0.721
Bartlett’s sphericity testThe approximate chi-square36622.925
df10
Sig.0.000