Research Article
Study on Informational Transaction and Its Effect on China's Stock Index Futures Market
| | Unexpiration day | Expiration day |
| IF1011 | | | Mean | 0.0946 | 0.0556 | Std. | 0.0144 | 0.0021 | Buckets per day | 51 | 3 | IF1012 | | | Mean | 0.1426 | 0.1463 | Std. | 0.0441 | 0.1046 | Buckets per day | 54 | 92 |
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