Table 1 Summary statistics of trading... | Emerald Publishing

Table 1

Summary statistics of trading volume data

	CSI300 spot	CSI300 nearby futures contract	CSI300 first distant futures contract
Mean	275,070	1,514	292
Median	222,010	1,101	54
Maximum	9,550,879	31,586	30,849
Minimum	0	0	0
Standard deviation	230,860	1,473	718
Skewness	4.945	2.691	6.327
Kurtosis	79.902	16.450	77.031
Jarque–Bera p value	<0.001	<0.001	<0.001

	CSI300 spot	CSI300 nearby futures contract	CSI300 first distant futures contract
Mean	275,070	1,514	292
Median	222,010	1,101	54
Maximum	9,550,879	31,586	30,849
Minimum	0	0	0
Standard deviation	230,860	1,473	718
Skewness	4.945	2.691	6.327
Kurtosis	79.902	16.450	77.031
Jarque–Bera p value	<0.001	<0.001	<0.001

Source(s): Elaborated by the authors