China listed bank | a1 | a2 | a12 | ab1 | ab2 | ab12 | abc1 | abc2 | abc12 | abcd1 | abcd2 | abcd12 | abd1 | abd2 | abd12 |
Bank of China | 0.767 | 0.03 | 0.767 | 0.901 | 0.04 | 0.901 | 0.901 | 0.04 | 0.901 | 0.901 | 0.044 | 0.901 | 0.901 | 0.044 | 0.901 |
Agriculture Bank | 0.757 | 0.02 | 0.757 | 0.834 | 0.023 | 0.834 | 0.834 | 0.023 | 0.834 | 0.866 | 0.043 | 0.866 | 0.866 | 0.043 | 0.866 |
ICBC | 0.756 | 0.019 | 0.756 | 0.995 | 0.029 | 0.995 | 0.995 | 0.029 | 0.995 | 1 | 0.094 | 1 | 1 | 0.094 | 1 |
Construction Bank | 0.791 | 0.023 | 0.791 | 0.954 | 0.032 | 0.954 | 0.954 | 0.032 | 0.954 | 0.991 | 0.081 | 0.991 | 0.991 | 0.081 | 0.991 |
Communication Bank | 0.776 | 0.07 | 0.776 | 0.866 | 0.086 | 0.866 | 0.866 | 0.086 | 0.866 | 0.931 | 0.156 | 0.931 | 0.903 | 0.156 | 0.903 |
Everbright Bank | 0.804 | 0.174 | 0.81 | 0.891 | 0.211 | 0.891 | 0.898 | 0.211 | 0.898 | 0.898 | 0.236 | 0.898 | 0.891 | 0.236 | 0.891 |
Huaxia Bank | 0.768 | 0.211 | 0.778 | 0.836 | 0.244 | 0.84 | 0.846 | 0.244 | 0.851 | 1 | 1 | 1 | 1 | 1 | 1 |
Bank of Beijing | 0.734 | 0.337 | 0.756 | 0.957 | 0.5 | 1 | 1 | 0.721 | 1 | 1 | 0.721 | 1 | 0.957 | 0.5 | 1 |
Minsheng Bank | 1 | 0.135 | 1 | 1 | 0.135 | 1 | 1 | 0.139 | 1 | 1 | 0.366 | 1 | 1 | 0.366 | 1 |
Bank of Nanjing | 0.796 | 0.696 | 0.849 | 0.859 | 0.785 | 0.924 | 0.921 | 1 | 1 | 0.928 | 1 | 1 | 0.859 | 1 | 1 |
Bank of Ningbo | 0.921 | 1 | 1 | 0.95 | 1 | 1 | 0.95 | 1 | 1 | 0.95 | 1 | 1 | 0.95 | 1 | 1 |
Ping An Bank | 0.884 | 0.201 | 0.892 | 1 | 0.259 | 1 | 1 | 0.259 | 1 | 1 | 0.303 | 1 | 1 | 0.303 | 1 |
Pudong Development Bank | 0.829 | 0.105 | 0.829 | 0.918 | 0.127 | 0.918 | 0.989 | 0.161 | 0.989 | 1 | 0.161 | 1 | 0.92 | 0.158 | 0.92 |
Industrial Bank | 0.98 | 0.127 | 0.98 | 1 | 0.127 | 1 | 1 | 0.142 | 1 | 1 | 0.255 | 1 | 1 | 0.255 | 1 |
Merchants Bank | 0.921 | 0.102 | 0.921 | 0.935 | 0.102 | 0.935 | 0.935 | 0.105 | 0.935 | 0.935 | 0.138 | 0.935 | 0.935 | 0.138 | 0.935 |
Citic Bank | 0.818 | 0.116 | 0.818 | 0.867 | 0.125 | 0.867 | 0.899 | 0.15 | 0.899 | 1 | 0.33 | 1 | 0.901 | 0.326 | 0.911 |
Minimum | 0.734 | 0.019 | 0.756 | 0.834 | 0.023 | 0.834 | 0.834 | 0.023 | 0.834 | 0.866 | 0.043 | 0.866 | 0.859 | 0.043 | 0.866 |
Maximum | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
Average | 0.831 | 0.210 | 0.843 | 0.923 | 0.239 | 0.933 | 0.937 | 0.271 | 0.945 | 0.963 | 0.371 | 0.970 | 0.942 | 0.356 | 0.957 |
Standard deviation | 0.084 | 0.269 | 0.089 | 0.060 | 0.284 | 0.062 | 0.058 | 0.329 | 0.061 | 0.046 | 0.353 | 0.047 | 0.052 | 0.343 | 0.051 |