Table 2. Test statistics Particulars... | Emerald Publishing

Table 2.

Test statistics

Particulars	Skewness	Kurtosis	Jarque-Bera	ADF	LM
Greenex	−1.32	19.67	18245.42^**	−39.93218^**	18.48958^**
Carbonex	−1.66	25.74	33836.25^**	−13.61378^**	40.44390^**
Carbonex	−1.64	25.73	33803.92^**	−13.76208^**	48.66430^**
BSE Mid-Cap	−1.80	19.30	17856.92^**	−12.96817^**	15.22987^**
Large-Cap	−2.05	18.36	16198.13^**	−12.50198^**	10.99065^**

Particulars	Skewness	Kurtosis	Jarque-Bera	ADF	LM
Greenex	−1.32	19.67	18245.42^**	−39.93218^**	18.48958^**
Carbonex	−1.66	25.74	33836.25^**	−13.61378^**	40.44390^**
Carbonex	−1.64	25.73	33803.92^**	−13.76208^**	48.66430^**
BSE Mid-Cap	−1.80	19.30	17856.92^**	−12.96817^**	15.22987^**
Large-Cap	−2.05	18.36	16198.13^**	−12.50198^**	10.99065^**

Note:

**

Significant at 1% level of significance

Source: Author’s Calculation