Research Article
Study on Informational Transaction and Its Effect on China's Stock Index Futures Market
| | | 0.0015 | 0.003 | 0.0045 | 0.006 | 0.0075 | 0.009 | 0.0105 | >0.0105 |
| | 0.7562 | 4.80% | 4.31% | 8.33% | 3.85% | 20.00% | 0.00% | 0.00% | 0.00% | | 0.7999 | 5.16% | 3.53% | 5.95% | 11.54% | 10.00% | 0.00% | 0.00% | 0.00% | | 0.8104 | 4.63% | 4.71% | 9.52% | 0.00% | 0.00% | 28.57% | 0.00% | 0.00% | | 0.8185 | 5.52% | 2.75% | 7.14% | 7.69% | 10.00% | 0.00% | 0.00% | 0.00% | | 0.8302 | 4.63% | 5.88% | 7.14% | 3.85% | 0.00% | 0.00% | 0.00% | 0.00% | | 0.8465 | 4.63% | 4.31% | 9.52% | 3.85% | 10.00% | 0.00% | 0.00% | 0.00% | | 0.8543 | 4.27% | 5.88% | 5.95% | 7.69% | 0.00% | 14.29% | 50.00% | 0.00% | | 0.8605 | 4.80% | 3.92% | 7.14% | 7.69% | 0.00% | 0.00% | 0.00% | 0.00% | | 0.8667 | 4.63% | 4.71% | 8.33% | 7.69% | 10.00% | 0.00% | 0.00% | 0.00% | | 0.8739 | 4.63% | 7.06% | 3.57% | 0.00% | 0.00% | 14.29% | 0.00% | 0.00% | | 0.8801 | 5.34% | 5.10% | 3.57% | 3.85% | 0.00% | 0.00% | 0.00% | 0.00% | | 0.8851 | 5.16% | 4.31% | 3.57% | 7.69% | 10.00% | 14.29% | 0.00% | 5.00% | | 0.8923 | 4.27% | 6.67% | 4.76% | 0.00% | 10.00% | 14.29% | 0.00% | 5.00% | | 0.8976 | 4.98% | 6.67% | 2.38% | 0.00% | 0.00% | 0.00% | 50.00% | 5.00% | | 0.9019 | 6.05% | 4.71% | 0.00% | 0.00% | 10.00% | 0.00% | 0.00% | 10.00% | | 0.909 | 6.05% | 5.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 20.00% | | 0.9151 | 4.63% | 5.49% | 4.76% | 11.54% | 0.00% | 0.00% | 0.00% | 5.00% | | 0.9193 | 5.16% | 5.49% | 3.57% | 3.85% | 0.00% | 14.29% | 0.00% | 5.00% | | 0.9236 | 5.69% | 4.31% | 2.38% | 3.85% | 10.00% | 0.00% | 0.00% | 10.00% | | 0.9274 | 4.98% | 5.10% | 2.38% | 15.38% | 0.00% | 0.00% | 0.00% | 35.00% |
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