Research Article

Study on Informational Transaction and Its Effect on China's Stock Index Futures Market

Table 10


Unexpiration dayExpiration day

IF1009
 Mean0.10330.0838
 Std.0.01170.0068
 Buckets per day6111
IF1010
 Mean0.10940.1700
 Std.0.01560.0246
 Buckets per day9179