192707-201106

192801-201012

(1)

(2)

(3)

(4)

(5)

alpha

1.247

(3.87)

1.538

(5.60)

1.283

(4.12)

1.488

(5.50)

1.479

(4.77)

LnMV

−0.015

(−0.35)

−0.061

(−2.02)

−0.031

(−1.00)

−0.063

(−1.96)

−0.044

(−0.87)

LnBM

0.172

(2.38)

0.182

(2.52)

0.158

(2.57)

0.191

(2.71)

0.075

(0.93)

BA12

−0.014

(−0.04)

LOT12

−0.581

(−1.98)

CS12

0.22

(1.34)

Cgibbs

0.166

(0.93)

Co-cost

0.113

(0.75)