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-Statistic | Prob. |
| Augmented Dickey-Fuller test statistic | −2.229979 | 0.0253 | Test critical values: | 1% level | −2.580065 | | 5% level | −1.942910 | 10% level | −1.615334 |
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