NCSKEW_t+1

DUVOL_t+1

Lngg_t

Acc_t

Fund_t

Ret_t

Sigma_t

Pb_t

Size_t

Da_t

Yturn_t

Roa_t

NCSKEW_t+1

1.0000

DUVOL_t+1

0.9141***

1.0000

Lngg_t

0.0871***

0.0861***

1.0000

Acc_t

0.0213

0.0417

−0.0404

1.0000

Fund_t

0.1885***

0.1786***

0.2154***

−0.0215

1.0000

Ret_t

0.2366***

0.2405***

0.0628**

−0.0054

0.2447***

1.0000

Sigma_t

0.0270

0.0271

0.0152

−0.0892***

0.1087***

−0.0105

1.0000

Pb_t

−0.0363

−0.0421

−0.0551**

0.0772***

0.1809***

−0.1075***

0.1649***

1.0000

Size_t

0.1187***

0.0941***

0.3777***

−0.0047

0.2779***

0.0813***

−0.0243

−0.2653***

1.0000

Da_t

−0.0170

−0.0139

0.0779***

0.0162

0.1095***

0.0363

0.1364***

−0.0071

0.4106***

1.0000

Yturn_t

0.0143

−0.0261

0.0719***

−0.2016***

0.0439

0.0882***

0.1431***

−0.1112***

0.2061***

0.1646***

1.0000

Roa_t

0.1419***

0.1370***

0.0630**

0.0238

0.3216***

0.1677***

−0.0432

0.1100***

0.0374

0.2631***

−0.0406

1.0000