Research Article
Study on Informational Transaction and Its Effect on China's Stock Index Futures Market
| | Unexpiration day | Expiration day |
| IF1009 | | | Mean | 0.1033 | 0.0838 | Std. | 0.0117 | 0.0068 | Buckets per day | 61 | 11 | IF1010 | | | Mean | 0.1094 | 0.1700 | Std. | 0.0156 | 0.0246 | Buckets per day | 9 | 179 |
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