N | 466 | N | 358 | ||||
12-month | Intercept | −4.9138*** | −6.26 | 31-month | Intercept | −1.9411*** | −5.27 |
Delta SI. | −0.0666*** | −2.69 | Delta SI. | 0.0021 | 0.20 | ||
Volume | 0.2862*** | 6.16 | Volume | 0.1127*** | 5.15 | ||
Market ret. | 2.2155 | 1.58 | Market ret. | 1.6552*** | 2.76 | ||
R-Square | 0.0933 | R-Square | 0.0868 | ||||
N | 458 | N | 355 |