EW

VW

BA12

LOT12

CS12

Cgibbs

Co-cost

BA12

LOT12

CS12

Cgibbs

Co-cost

192707-201106

192801-201012

192707-201106

192801-201012

H−L

0.481

(2.35)

0.320

(1.45)

0.333

(1.55)

0.744

(2.91)

0.594

(2.21)

0.076

(0.50)

0.041

(0.22)

−0.132

(−0.79)

0.519

(2.19)

0.394

(1.57)

α F F 3 F M

0.057

(0.40)

−0.203

(−1.41)

−0.174

(−1.18)

0.043

(0.27)

−0.116

(−0.64)

0.066

(0.50)

−0.203

(−1.41)

−0.208

(−1.38)

−0.177

(−1.21)

−0.148

(−0.76)

α L C A P M

−0.272

(−1.69)

−0.462

(−2.46)

−0.392

(−2.10)

−0.242

(−1.15)

−0.389

(−1.72)

0.045

(0.31)

−0.158

(−0.85)

−0.132

(−0.77)

−0.305

(−1.49)

−0.273

(−1.17)