| NCSKEW | CSR | CSC | SIZE | LEV | ROE | DTURN | RET | MB | SIGMA | INSTI | FIR | OPAQUE |
NCSKEW | 1 |
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CSR | −0.0504*** | 1 |
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CSC | −0.0162* | 0.0690*** | 1 |
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SIZE | −0.0190** | 0.2775*** | 0.0553*** | 1 |
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LEV | −0.0449*** | −0.0227*** | 0.0091 | 0.5070*** | 1 |
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ROE | 0.0398*** | 0.4791*** | 0.0376*** | 0.1539*** | −0.0911*** | 1 |
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DTURN | −0.1036*** | −0.0055 | 0.0034 | 0.0377*** | 0.0901*** | −0.0801*** | 1 |
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RET | −0.0918*** | 0.0403*** | −0.0251*** | −0.0660*** | −0.0028 | 0.0710*** | 0.3531*** | 1 |
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MB | 0.0226** | −0.1161*** | −0.0696*** | −0.5060*** | −0.1001*** | 0.0649*** | 0.0980*** | 0.2580*** | 1 |
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SIGMA | 0.0985*** | −0.1483*** | −0.0723*** | −0.3028*** | −0.0687*** | −0.0966*** | 0.4993*** | 0.4597*** | 0.4307*** | 1 |
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INSTI | −0.0077 | 0.2040*** | 0.0046 | 0.4267*** | 0.2075*** | 0.1538*** | 0.0279*** | 0.0550*** | −0.1288*** | −0.1437*** | 1 |
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FIR | −0.0323*** | 0.1340*** | 0.0082 | 0.2391*** | 0.0959*** | 0.1368*** | 0.0188** | 0.0097 | −0.1090*** | −0.0487*** | 0.4490*** | 1 |
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OPAQUE | −0.0313*** | −0.0171** | −0.0089 | −0.0104 | 0.1098*** | 0.0015 | −0.0190** | −0.0049 | 0.0953*** | 0.0399*** | −0.0366** | −0.0153 | 1 |