Research Article
Study on Informational Transaction and Its Effect on China's Stock Index Futures Market
| | Unexpiration day | Expiration day |
| IF1008 | | | Mean | 0.1065 | 0.0879 | Std. | 0.0145 | 0.0019 | Buckets per day | 69 | 5 | IF1009 | | | Mean | 0.1410 | 0.1754 | Std. | 0.0404 | 0.0185 | Buckets per day | 53 | 250 |
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