contract | intraday effect period | coefficient | p | contract | intraday effect period | coefficient | p |
IC1705 | 9:35 - 9:40 | −0.09922 | 0.00672 | IC1706 | 9:30 - 9:35 | 0.07836 | 0.046875 |
10:05 - 10:10 | −0.09322 | 0.008344 | 9:35 - 9:40 | −0.11553 | 0.003324 | ||
13:20 - 13:25 | −0.09174 | 0.012883 | 13:20 - 13:25 | −0.07697 | 0.038694 | ||
13:55 - 14:00 | 0.072919 | 0.070689 | 10:05 - 10:10 | −0.06285 | 0.077906 | ||
IC1709 | 9:30 - 9:35 | −0.13929 | 0.018972 | IC1712 | 9:55 - 10:00 | −0.10723 | 0.044437 |
10:20 - 10:25 | −0.06442 | 0.000138 | 10:30 - 10:35 | 0.103596 | 0.034577 | ||
10:40 - 10:45 | −0.22498 | 0.004304 | 14:40 - 14:45 | −0.09625 | 0.061231 | ||
10:45 - 10:50 | −0.12455 | 0.034558 | 14:45 - 14:50 | 0.115593 | 0.043447 | ||
11:25 - 11:30 | −0.12324 | 0.000179 |
|
|
| ||
13:30 - 13:35 | −0.09796 | 0 |
|
|
|