Table 3 Descriptive statistics of green... | Emerald Publishing

Table 3

Descriptive statistics of green and conventional bonds returns and green attention index

		Mean	Median	Maximum	Minimum	Std. dev.	Skewness	Kurtosis	Jarque-Bera	Probability
Green Bonds	S&P GREEN BOND INDEX	−0.002758	−4.22E−05	0.069538	−0.070821	0.020751	−0.361438	5.150804	22.09568	0.000016
	S&P GREEN BND SELECT INDEX	−0.001180	0.000888	0.035667	−0.050221	0.013909	−1.109665	5.799734	54.77857	0.000000
	S&P US MUNI GREEN BOND INDEX	−0.001159	0.000924	0.050657	−0.069842	0.016549	−0.788522	5.703776	42.04750	0.000000
Conventional Bonds	S&P 500 COMPOSITE	0.008035	0.013128	0.126844	−0.125119	0.045059	−0.362364	3.481352	3.248492	0.197060
	S&P 500 ENERGY BOND INDEX	−0.002133	0.054671	3.154193	−3.081910	0.986824	−0.079753	3.535607	0.054671	3.154193
	S&P 500 FINANCIALS BOND INDEX	−0.001273	−0.000667	0.037932	−0.047004	0.014600	−0.478786	4.650345	15.62416	0.000405
	S&P 500 BOND INDEX	−0.001297	−0.000256	0.044603	−0.062587	0.017916	−0.495380	4.804873	18.19311	0.000112
Green attention index		1.379365	−0.080377	138.3419	−17.69449	14.45072	8.341759	79.95138	26607.71	0.000000

		Mean	Median	Maximum	Minimum	Std. dev.	Skewness	Kurtosis	Jarque-Bera	Probability
Green Bonds	S&P GREEN BOND INDEX	−0.002758	−4.22E−05	0.069538	−0.070821	0.020751	−0.361438	5.150804	22.09568	0.000016
	S&P GREEN BND SELECT INDEX	−0.001180	0.000888	0.035667	−0.050221	0.013909	−1.109665	5.799734	54.77857	0.000000
	S&P US MUNI GREEN BOND INDEX	−0.001159	0.000924	0.050657	−0.069842	0.016549	−0.788522	5.703776	42.04750	0.000000
Conventional Bonds	S&P 500 COMPOSITE	0.008035	0.013128	0.126844	−0.125119	0.045059	−0.362364	3.481352	3.248492	0.197060
	S&P 500 ENERGY BOND INDEX	−0.002133	0.054671	3.154193	−3.081910	0.986824	−0.079753	3.535607	0.054671	3.154193
	S&P 500 FINANCIALS BOND INDEX	−0.001273	−0.000667	0.037932	−0.047004	0.014600	−0.478786	4.650345	15.62416	0.000405
	S&P 500 BOND INDEX	−0.001297	−0.000256	0.044603	−0.062587	0.017916	−0.495380	4.804873	18.19311	0.000112
Green attention index		1.379365	−0.080377	138.3419	−17.69449	14.45072	8.341759	79.95138	26607.71	0.000000