[Retracted] Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options

Table 2

ADF test of option composite sentiment index.

Option composite sentiment index	ADF test value	1% confidence level	5% confidence level	10% confidence level	P value	Conclusion (%)
FE	−2.229979	−2.580065	−1.942910	−1.615334	0.0253	5