Research Article
[Retracted] Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options
Table 5
Results of the causality test for 50ETF C. Dec. 3.00 contract.
| Null hypothesis: | Obs | F-Statistic | Prob. |
| PT is not Granger cause of ET | 143 | 0.40298 | 0.9914 | ET is not Granger cause of PT | ā | 1.80365 | 0.0264 |
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