Research Article
Impact of the Adjustment of Maximum Order Volume on Pricing Efficiency of Stock Index Futures in China
| Contract |
| IF | Kaiser–Meyer–Olkin measurement | | 0.598 | Bartlett’s sphericity test | The approximate chi-square | 22704.647 | | df | 10 | | Sig. | 0.000 |
| IC | Kaiser–Meyer–Olkin measurement | | 0.658 | Bartlett’s sphericity test | The approximate chi-square | 15331.346 | | df | 10 | | Sig. | 0.000 |
| IH | Kaiser–Meyer–Olkin measurement | | 0.721 | Bartlett’s sphericity test | The approximate chi-square | 36622.925 | | df | 10 | | Sig. | 0.000 |
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