China listed bank

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a12

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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