| Mean | Max | Min | S.D | Ske | Kur | J-B |
Sample 1: January 5, 2002-December 29, 2006 | |||||||
SSE | 0.0004 | 0.0885 | −0.0654 | 0.0139 | 0.6523 | 6.97 | 845.38*** |
S & P 500 | 0.0002 | 0.0557 | −0.0424 | 0.0103 | 0.1588 | 6.19 | 497.76*** |
Sample 2: January 4, 2007 to December 31, 2008 | |||||||
SSE | −0.0008 | 0.0903 | −0.1276 | 0.0267 | −0.3973 | 4.76 | 73.44*** |
S & P 500 | −0.0010 | 0.1096 | −0.1380 | 0.0205 | −0.6051 | 12.44 | 1782.57*** |
Sample 3: January 5, 2009-March 14, 2017 | |||||||
SSE | 0.0003 | 0.0604 | −0.0887 | 0.0155 | −0.7712 | 7.48 | 1794.32*** |
S & P 500 | 0.0005 | 0.0684 | −0.0670 | 0.0111 | −0.1460 | 8.08 | 2073.54*** |