Research Article

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

Table 11


Unexpiration dayExpiration day

IF1010
 Mean0.09260.0879
 Std.0.01020.0064
 Buckets per day4211
IF1011
 Mean0.10570.1472
 Std.0.01380.0144
 Buckets per day12175