Australia

Brazil

China

Egypt

France

India

Israel

Japan

UK

US

AORD

BVSP

SSEC

CCSI

FCHI

BSESN

TA100

N225

FTSE

NYSE

Min

−0.085536

−0.172082

−0.092562

−0.290292

−0.094715

−0.118092

−0.103816

−0.12111

−0.092646

−0.102321

Max

0.060666

0.288325

0.090343

0.271107

0.105946

0.1599

0.097143

0.094941

0.093842

0.115258

Median

0.000483

0.001062

0.000442

0.000644

0.000377

0.000882

0.00E+00

6.77E−06

0.000434

6.79E−04

Mean

0.000167

0.000511

8.61E−05

0.000357

0.000101

0.000257

1.10E−04

−0.000299

9.51E−05

0.000243

SD

0.009679

0.021317

0.015801

0.016739

0.014884

0.016154

0.013234

0.015113

0.012156

0.012395

Skew

−0.605432

0.32273

−0.139171

−1.282175

−0.023283

−0.074709

−0.283712

−0.570221

−0.129702

−0.335552

Kurt

9.85517

16.56892

6.948789

88.31576

7.495309

8.918001

8.427884

7.981665

8.742589

12.42845

JB Stat

9017.514

32,746.77

2443.278

634,129.5

3791.895

5645.176

3200.528

4581.461

6111.878

16,283.32

Prob

0

0

0

0

0

0

0

0

0

0

Obs

4966

4759

4242

2589

5003

4366

3079

4710

4939

4874