Research Article
Study on Informational Transaction and Its Effect on China's Stock Index Futures Market
| | Unexpiration day | Expiration day |
| IF1010 | | | Mean | 0.0926 | 0.0879 | Std. | 0.0102 | 0.0064 | Buckets per day | 42 | 11 | IF1011 | | | Mean | 0.1057 | 0.1472 | Std. | 0.0138 | 0.0144 | Buckets per day | 12 | 175 |
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