Research Article

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

Table 9


Unexpiration dayExpiration day

IF1008
 Mean0.10650.0879
 Std.0.01450.0019
 Buckets per day695
IF1009
 Mean0.14100.1754
 Std.0.04040.0185
 Buckets per day53250