| Mean | SD | 5%th | Median | 75%th | Observations |
ri,t − Ri,t | −0.011 | 0.429 | −0.204 | −0.059 | 0.117 | 14860 |
ΔCi,t | 0.0138 | 0.087 | −0.024 | 0.003 | 0.0372 | 14860 |
Beta | 0.966 | 0.579 | 0.671 | 0.960 | 1.225 | 14860 |
ΔEi,t | 0.011 | 0.058 | −0.007 | 0.006 | 0.023 | 14860 |
ΔNAi,t | 0.113 | 0.217 | 0.005 | 0.059 | 0.158 | 14860 |
ΔRDi,t | 0.001 | 0.005 | 0.000 | 0.000 | 0.000 | 14860 |
ΔIi,t | 0.002 | 0.009 | −0.001 | 0.000 | 0.004 | 14860 |
ΔDi,t | 0.001 | 0.009 | −0.001 | 0.000 | 0.002 | 14860 |
Ci,t−1 | 0.150 | 0.138 | 0.056 | 0.108 | 0.199 | 14860 |
Li,t | 0.219 | 0.180 | 0.072 | 0.176 | 0.334 | 14860 |
NFi,t | 0.055 | 0.131 | −0.005 | 0.015 | 0.082 | 14860 |