Research Article
Study on Informational Transaction and Its Effect on China's Stock Index Futures Market
| | VPIN |
| Dominant contract | | Mean | 0.0996 | Std. | 0.0143 | Next month contract | | Mean | 0.1503 | Std. | 0.0377 | Next season contract | | Mean | 0.2902 | Std. | 0.0437 | Seasons contract | | Mean | 0.4761 | Std. | 0.0715 |
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