The Shanghai A-share (Market Return 1)

The Shanghai A-share (Market Return 2)

Mean

0.00019

0.00023

Median

0.00121

0.00149

Maximum

0.07026

0.07291

Minimum

−0.09228

−0.09254

Std. Dev.

0.02010

0.02057

Skewness

−1.03201

−1.01755

Kurtosis

6.98768

6.78884

Jarque-Bera

4155.85000

3812.67900

Probability

0.00000

0.00000

Sum

0.94466

1.15932

Sum Sq. Dev.

1.99741

2.09311

Observations

4947

4947