VARIABLES | NCSKEW | Crash | R&D | RturnSd | RetFirmAvg | Sigma |
NCSKEW | 1 |
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Crash | 0.431*** | 1 |
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R&D | −0.037*** | −0.036*** | 1 |
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RturnSd | −0.098*** | −0.035*** | 0.085*** | 1 |
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RetFirmAvg | −0.116*** | −0.110*** | 0.109*** | 0.304*** | 1 |
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Sigma | −0.074*** | −0.005 | 0.087*** | 0.361*** | 0.380*** | 1 |