VARIABLES | NCSKEW | DUVOL |
igroup | −0.0524*** | −0.0323*** |
| [−4.46] | [−3.90] |
Dturn | −0.0363** | −0.0237** |
| [−2.34] | [−2.19] |
em | −0.0331 | −0.0008 |
| [−0.54] | [−0.02] |
size | −0.0353*** | −0.0317*** |
| [−6.48] | [−8.37] |
lev | −0.0654** | −0.0574** |
| [−2.06] | [−2.55] |
roa | 0.5400*** | 0.2959*** |
| [5.12] | [3.88] |
sd | 0.6503** | 0.3227** |
| [2.38] | [2.05] |
Constant | 0.5559*** | 0.5327*** |
| [4.67] | [6.46] |
Observations | 15006 | 15006 |
Adjusted R-squared | 0.07 | 0.10 |
F | 36.89 | 52.97 |