contract | intraday effect period | coefficient | p | contract | intraday effect period | coefficient | p |
IC1705 | 10:15 - 10:20 | −81.1126 | 0.0451 | IC1706 | 10:15 - 10:20 | −75.6245 | 0.0733 |
13:00 - 13:05 | −102.163 | 0.0116 | 11:15 - 11:20 | −86.9353 | 0.0394 | ||
13:05 - 13:10 | −69.1094 | 0.0879 | 13:00 - 13:05 | −115.709 | 0.0072 | ||
14:25 - 14:30 | −76.6795 | 0.0578 | 13:30 - 13:35 | −86.2141 | 0.0412 | ||
IC1709 | 11:00 - 11:05 | −109.441 | 0.0002 |
| 14:25 - 14:30 | −61.313 | 0.0373 |
11:15 - 11:20 | −81.0439 | 0.0059 |
| 13:30 - 13:35 | −60.6029 | 0.0396 | |
9:50 - 9:55 | −73.7594 | 0.0122 |
| 14:05 - 14:10 | −59.6402 | 0.0428 | |
13:00 - 13:05 | −71.3882 | 0.0153 |
| 10:25 - 10:30 | −55.3037 | 0.0603 | |
13:45 - 13:50 | −66.546 | 0.0238 |
| 11:25 - 11:30 | −53.1169 | 0.0712 |