| 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 |