Research Article

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

Table 12


Unexpiration dayExpiration day

IF1011
 Mean0.09460.0556
 Std.0.01440.0021
 Buckets per day513
IF1012
 Mean0.14260.1463
 Std.0.04410.1046
 Buckets per day5492