CSAD_HK

CSAD_ASHARE

RM_HK

RM_ASHARE

Mean

0.022087

0.019374

−0.000155

0.000908

Median

0.020136

0.017648

0.001158

0.003315

Maximum

0.118239

0.059083

0.173052

0.10516

Minimum

0.000695

0.004621

−0.122969

−0.10339

Std. Dev.

0.007182

0.006905

0.013613

0.024418

Skewness

4.772241

1.403185

−0.630357

−0.850465

Kurtosis

47.23132

5.792905

23.4981

6.111377

Jarque-Bera

223,093

1708.034

45,954.42

1370.023

Probability

0.0000

0.0000

0.0000

0.0000

ADF

−6.597^***

−4.603^***

−30.696^***

−46.506^***

Observations

2615

2615

2615

2615