ln(BE/ME) | ln(ME) | ln(EDF) | ||
Stock Return | Avg Coef. | 0.226% | −0.024% | |
Stock Return | t-stat | 2.78 | −0.64 | |
Firm Return Model | Avg Coef. | 0.099% | −0.040% | |
Firm Return Model | t-stat | 1.20 | −1.30 | |
Firm Return Index | Avg Coef. | 0.082% | −0.024% | |
Firm Return Index | t-stat | 1.04 | −0.77 | |
Stock Return | Avg Coef. | 0.022% | ||
Stock Return | t-stat | 0.45 | ||
Firm Return Model | Avg Coef. | −0.010% | ||
Firm Return Model | t-stat | −0.33 | ||
Firm Return Index | Avg Coef. | −0.015% | ||
Firm Return Index | t-stat | −0.45 | ||
Stock Return | Avg Coef. | 0.233% | −0.057% | −0.071% |
Stock Return | t-stat | 2.71 | −1.75 | −1.38 |
Firm Return Model | Avg Coef. | 0.120% | −0.081% | −0.095% |
Firm Return Model | t-stat | 1.42 | −2.78 | −3.11 |
Firm Return Index | Avg Coef. | 0.097% | −0.059% | −0.079% |
Firm Return Index | t-stat | 1.18 | −2.09 | −2.35 |