SUE sorted portfolios | P1 | P2 | P3 | P4 | P5 | P6 | P7 | P8 | P9 | P10 | P1 - P10 |
2002Q4-2017Q3 | (0.014) | (0.003) | (0.003) | (0.006) | 0.011 | 0.020 | 0.018 | 0.028 | 0.030 | 0.034 | 0.048*** |
2002Q4-2008Q3 | (0.027) | (0.018) | (0.016) | (0.018) | 0.017 | 0.018 | 0.018 | 0.025 | 0.030 | 0.030 | 0.057*** |
2008Q4-2017Q3 | (0.005) | 0.006 | 0.005 | 0.002 | 0.006 | 0.020 | 0.019 | 0.030 | 0.031 | 0.037 | 0.042*** |