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 |