variable

Adjusted t

Prob值

Return

−47.9883***

0.0000

AReturn

−44.4180***

0.0000

AReturnabs

−33.2382***

0.0000

Volume

−13.3578***

0.0000

Turnover

−13.3572***

0.0000

Attention

−10.7399***

0.0000

Cap

−3.4858***

0.0002

MReturn

−40.7178***

0.0000