Return

AReturn

AReturnabs

Volume

Turnover

Attention

Cap

Nav

MReturn

Return

1

AReturn

0.7877***

1

AReturnabs

−0.0933***

0.0059

1

Volume

0.0510***

0.0890***

0.4248***

1

Turnover

0.0330**

0.0837***

0.4676***

0.5450***

1

Attention

−0.0061

0.0045

0.3253***

0.5391***

0.4625***

1

Cap

0.0092

0.0099

0.0265*

0.0356**

−0.0426***

0.4093***

1

Nav

0.0046

0.0058

0.0389**

−0.0704***

−0.0534***

0.3600***

0.6918***

1

MReturn

0.6077***

−0.0106

−0.1591***

−0.0320

−0.0544***

−0.0157

0.0022

0.0000

1