Table 1 Summary statistics Variables N... | Emerald Publishing

Table 1

Summary statistics

Variables	N	Mean	S.D.	Min	Max
Trading activity variables
ln(Trading Value)	585	16.177	0.517	15.107	18.117
Liquidity	585	21.069	1.123	18.756	25.734
Market share variables
Volume Share	585	0.351	0.041	0.150	0.431
Value Share	585	0.394	0.035	0.288	0.467
Investor participation variables
Institutional Value Share	585	0.237	0.035	0.139	0.393
Foreign Value Share	585	0.335	0.059	0.206	0.631
Foreign Net Buying	585	−0.004	0.030	−0.119	0.106
Daily KOSPI 200 volatility variable
GARCH Volatility	585	0.017	0.009	0.009	0.070
Control variables
Return	585	0.002	0.020	−0.127	0.094
VKOSPI	585	27.010	13.856	15.070	80.370
VIX	584	17.660	4.752	11.860	52.330

Variables	N	Mean	S.D.	Min	Max
Trading activity variables
ln(Trading Value)	585	16.177	0.517	15.107	18.117
Liquidity	585	21.069	1.123	18.756	25.734
Market share variables
Volume Share	585	0.351	0.041	0.150	0.431
Value Share	585	0.394	0.035	0.288	0.467
Investor participation variables
Institutional Value Share	585	0.237	0.035	0.139	0.393
Foreign Value Share	585	0.335	0.059	0.206	0.631
Foreign Net Buying	585	−0.004	0.030	−0.119	0.106
Daily KOSPI 200 volatility variable
GARCH Volatility	585	0.017	0.009	0.009	0.070
Control variables
Return	585	0.002	0.020	−0.127	0.094
VKOSPI	585	27.010	13.856	15.070	80.370
VIX	584	17.660	4.752	11.860	52.330

Note(s): This table presents summary statistics for the daily variables used in the analysis. The sample covers the period from January 2, 2024 to May 29, 2026