Stock

Number of trading days

Expected return

RCT

ILLIQ^a

St. deviation of return

HT

252

0.00081

0.8043

0.0069

0.0093

ARNT

240

0.00173

1.0749

0.4785

0.0203

ZABA

233

0.00074

1.1916

0.7593

0.0236

VLEN

189

0.00138

1.1049

10.2062

0.0561

RIVP

252

0.00219

0.7183

0.0104

0.0138

PODR

249

−0.00026

0.9639

0.3050

0.0143

OPTE

252

0.00219

0.7183

0.0104

0.0138

MAIS

195

0.00142

1.2769

0.9880

0.0236

KRAS

238

0.00022

0.9518

0.3318

0.0150

KOEI

205

0.00061

1.3609

0.9139

0.0176

INGR

238

0.00271

0.9140

6.5727

0.0380

ERNT

251

0.00062

0.8757

0.1177

0.0136

DLKV

251

0.00203

0.7593

1.4375

0.0294

DDJH

251

−0.00043

0.8815

0.6531

0.0337

ATPL

241

0.00456

0.7909

1.4093

0.0369

ATGR

243

−0.00025

1.1997

0.1703

0.0124

ADRS2

248

0.00084

1.0843

0.0453

0.0110

ADPL

238

0.00180

0.9408

0.3720

0.0156