Research Article

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

Table 3

Results of the stationary test on investor sentiment (E) for C. Dec. 3.00 contract.

t-StatisticProb.

Augmented Dickey-Fuller test statistic−2.2299790.0253
Test critical values:1% level−2.580065
5% level−1.942910
10% level−1.615334