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

Table 4

Results of option price (P) stationary test for C. Dec. 3.00 contract.

		t-Statistic	Prob.
Augmented Dickey-Fuller test statistic		−2.101656	0.0346
Test critical values:	1% level	−2.579139
	5% level	−1.942781
	10% level	−1.615416