Mean

Max

Min

S.D

Ske

Kur

J-B

Sample 1: January 5, 2002-December 29, 2006

SSE

0.0004

0.0885

−0.0654

0.0139

0.6523

6.97

845.38***

S & P 500

0.0002

0.0557

−0.0424

0.0103

0.1588

6.19

497.76***

Sample 2: January 4, 2007 to December 31, 2008

SSE

−0.0008

0.0903

−0.1276

0.0267

−0.3973

4.76

73.44***

S & P 500

−0.0010

0.1096

−0.1380

0.0205

−0.6051

12.44

1782.57***

Sample 3: January 5, 2009-March 14, 2017

SSE

0.0003

0.0604

−0.0887

0.0155

−0.7712

7.48

1794.32***

S & P 500

0.0005

0.0684

−0.0670

0.0111

−0.1460

8.08

2073.54***