|
| (1) | (2) | (3) | (4) | (5) | (6) |
| const | 0.0183 | 0.0223 | 0.1377 | 0.144 | 0.126 | 0.117 |
| (3.2253) | (3.6672) | (3.8595) | (4.0367) | (3.3922) | (3.1858) | |
| mom250 | −0.0056 | −0.0048 | −0.0033 | −0.0028 | −0.0044 | −0.0044 |
| (−1.7259) | (−1.6363) | (−1.0925) | (−1.1003) | (−1.597) | (−1.6153) | |
| beta |
| −0.0052 | −0.0002 | 0.0005 | −0.0009 | 0.0001 |
|
| (−1.2152) | (−0.0427) | (0.1451) | (−0.2425) | (0.0191) | |
| size |
|
| −0.0054 | −0.0057 | −0.0049 | −0.0046 |
|
|
| (−3.6515) | (−3.9343) | (−3.2557) | (−3.0979) | |
| bm |
|
|
| 0.0041 | 0.0011 | 0.0028 |
|
|
|
| (0.9612) | (0.2611) | (0.6628) | |
| str |
|
|
|
| −0.052 | −0.0509 |
|
|
|
|
| (−5.0676) | (−4.9734) | |
| illiq |
|
|
|
|
| 0.1254 |
|
|
|
|
|
| (4.9463) | |
| Avg. R2 | 0.0147 | 0.0306 | 0.054 | 0.0647 | 0.0791 | 0.0815 |