| Coefficient | T-Statistic | Prob. |
Rank | 0.0352 | 3.7595 | 0.0000 |
Rep | 0.0183 | 1.9982 | 0.0461 |
UW | 0.0139 | 1.3957 | 0.1632 |
Fund | −0.1530 | −16.4367 | 0.0000 |
Span | 0.0791 | 8.6512 | 0.0000 |
PC | 0.0347 | 3.7319 | 0.0004 |
EV | −0.0027 | −0.8796 | 0.2489 |
Size | −0.01876 | −4.9733 | 0.0000 |
Growth | −0.01374 | −2.4231 | 0.0009 |
Year | Control | ||
Industries | Control | ||
F-Statistic | 68.6063 | R-squared | 0.1519 |
Prob. (F-Statistic) | 0.0000 | Adjusted R-squared | 0.1358 |
Observations | 11570 | VIF | 2.0291 |