Variables

P1

P50

P99

Mean

Sd

N

IRAR

0.326

0.939

2.315

0.985

0.365

5560

IRAL

−0.079

−0.003

0.047

−0.005

0.022

5560

LnEPU

4.543

5.070

6.144

5.235

0.554

5560

LnTNA

17.59

21.25

23.54

21.00

1.435

5560

LnAge

2.639

4.111

5.075

4.030

0.608

5560

Expense

0.001

0.008

0.019

0.008

0.003

5560

Holding

0.539

0.853

0.950

0.829

0.100

5560

InsHolder

0.000

0.093

0.873

0.178

0.209

5560

Stgy_size

3.265

6.851

8.970

6.734

1.284

5560

Stgy_bm

1.326

3.769

7.364

3.858

1.307

5560

Stgy_mom

2.255

5.470

8.315

5.448

1.347

5560

Stgy_vol

1.363

3.890

7.130

3.985

1.274

5560