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