Descriptive statistics of transaction volume series of international stock indices
| Countries | Mean | Median | Max | Min | Std. dev | Skew | Kurt | Jarque-Bera | Prob |
|---|---|---|---|---|---|---|---|---|---|
| Australia | 0.656 | 0.612 | 2.380 | 0.040 | 0.230 | 2.571 | 14.186 | 6523.154 | 0.000 |
| Austria | 0.005 | 0.005 | 0.033 | 0.002 | 0.003 | 3.325 | 22.616 | 18215.030 | 0.000 |
| Belgium | 0.030 | 0.027 | 0.135 | 0.003 | 0.013 | 2.359 | 13.171 | 5463.228 | 0.000 |
| Brazil | 0.005 | 0.004 | 0.019 | 0.000 | 0.003 | 1.421 | 4.742 | 467.139 | 0.000 |
| Canada | 0.228 | 0.212 | 0.944 | 0.052 | 0.087 | 2.864 | 16.504 | 9162.396 | 0.000 |
| China | 20.726 | 18.640 | 65.780 | 8.820 | 8.716 | 1.777 | 7.111 | 1225.508 | 0.000 |
| France | 0.092 | 0.085 | 0.371 | 0.012 | 0.036 | 2.788 | 15.815 | 8487.786 | 0.000 |
| Germany | 0.095 | 0.088 | 0.413 | 0.028 | 0.037 | 2.888 | 18.109 | 11207.090 | 0.000 |
| Netherlands | 0.093 | 0.086 | 0.419 | 0.015 | 0.037 | 2.491 | 14.800 | 7129.652 | 0.000 |
| Italy | 0.793 | 0.672 | 3.750 | 0.252 | 0.397 | 2.223 | 10.635 | 3360.093 | 0.000 |
| Ireland | 0.039 | 0.026 | 0.650 | 0.002 | 0.043 | 5.416 | 53.776 | 116358 | 0.000 |
| Japan | 0.845 | 0.780 | 2.330 | 0.316 | 0.286 | 1.310 | 5.325 | 508.604 | 0.000 |
| Malaysia | 0.137 | 0.121 | 0.758 | 0.023 | 0.066 | 3.129 | 19.750 | 13295.540 | 0.000 |
| Poland | 0.049 | 0.044 | 0.220 | 0.016 | 0.021 | 2.116 | 11.406 | 3756.774 | 0.000 |
| Portugal | 0.076 | 0.065 | 0.383 | 0.008 | 0.040 | 2.057 | 10.611 | 3253.129 | 0.000 |
| Qatar | 0.034 | 0.009 | 0.364 | 0.002 | 0.049 | 2.371 | 9.519 | 2745.775 | 0.000 |
| Korea | 0.523 | 0.429 | 1.980 | 0.184 | 0.273 | 1.528 | 5.581 | 667.710 | 0.000 |
| Spain | 0.203 | 0.178 | 0.975 | 0.035 | 0.095 | 2.602 | 14.448 | 6872.985 | 0.000 |
| Sweden | 0.092 | 0.087 | 0.305 | 0.012 | 0.030 | 1.692 | 8.895 | 1971.242 | 0.000 |
| Switzerland | 0.060 | 0.054 | 0.266 | 0.016 | 0.026 | 3.121 | 18.297 | 11611.640 | 0.000 |
| Tunisia | 0.001 | 0.001 | 0.006 | 0.000 | 0.000 | 3.531 | 26.895 | 25843.030 | 0.000 |
| Turkey | 1.706 | 1.230 | 9.460 | 0.192 | 1.255 | 2.154 | 8.454 | 2067.354 | 0.000 |
| UAE | 0.065 | 0.051 | 0.585 | 0.007 | 0.051 | 3.461 | 24.151 | 21049.740 | 0.000 |
| UK | 0.823 | 0.772 | 2.590 | 0.186 | 0.273 | 1.997 | 9.569 | 2541.636 | 0.000 |
| USA | 3.867 | 3.604 | 9.045 | 1.297 | 1.045 | 1.992 | 8.501 | 1976.424 | 0.000 |
| Countries | Mean | Median | Max | Min | Std. dev | Skew | Kurt | Jarque-Bera | Prob |
|---|---|---|---|---|---|---|---|---|---|
| Australia | 0.656 | 0.612 | 2.380 | 0.040 | 0.230 | 2.571 | 14.186 | 6523.154 | 0.000 |
| Austria | 0.005 | 0.005 | 0.033 | 0.002 | 0.003 | 3.325 | 22.616 | 18215.030 | 0.000 |
| Belgium | 0.030 | 0.027 | 0.135 | 0.003 | 0.013 | 2.359 | 13.171 | 5463.228 | 0.000 |
| Brazil | 0.005 | 0.004 | 0.019 | 0.000 | 0.003 | 1.421 | 4.742 | 467.139 | 0.000 |
| Canada | 0.228 | 0.212 | 0.944 | 0.052 | 0.087 | 2.864 | 16.504 | 9162.396 | 0.000 |
| China | 20.726 | 18.640 | 65.780 | 8.820 | 8.716 | 1.777 | 7.111 | 1225.508 | 0.000 |
| France | 0.092 | 0.085 | 0.371 | 0.012 | 0.036 | 2.788 | 15.815 | 8487.786 | 0.000 |
| Germany | 0.095 | 0.088 | 0.413 | 0.028 | 0.037 | 2.888 | 18.109 | 11207.090 | 0.000 |
| Netherlands | 0.093 | 0.086 | 0.419 | 0.015 | 0.037 | 2.491 | 14.800 | 7129.652 | 0.000 |
| Italy | 0.793 | 0.672 | 3.750 | 0.252 | 0.397 | 2.223 | 10.635 | 3360.093 | 0.000 |
| Ireland | 0.039 | 0.026 | 0.650 | 0.002 | 0.043 | 5.416 | 53.776 | 116358 | 0.000 |
| Japan | 0.845 | 0.780 | 2.330 | 0.316 | 0.286 | 1.310 | 5.325 | 508.604 | 0.000 |
| Malaysia | 0.137 | 0.121 | 0.758 | 0.023 | 0.066 | 3.129 | 19.750 | 13295.540 | 0.000 |
| Poland | 0.049 | 0.044 | 0.220 | 0.016 | 0.021 | 2.116 | 11.406 | 3756.774 | 0.000 |
| Portugal | 0.076 | 0.065 | 0.383 | 0.008 | 0.040 | 2.057 | 10.611 | 3253.129 | 0.000 |
| Qatar | 0.034 | 0.009 | 0.364 | 0.002 | 0.049 | 2.371 | 9.519 | 2745.775 | 0.000 |
| Korea | 0.523 | 0.429 | 1.980 | 0.184 | 0.273 | 1.528 | 5.581 | 667.710 | 0.000 |
| Spain | 0.203 | 0.178 | 0.975 | 0.035 | 0.095 | 2.602 | 14.448 | 6872.985 | 0.000 |
| Sweden | 0.092 | 0.087 | 0.305 | 0.012 | 0.030 | 1.692 | 8.895 | 1971.242 | 0.000 |
| Switzerland | 0.060 | 0.054 | 0.266 | 0.016 | 0.026 | 3.121 | 18.297 | 11611.640 | 0.000 |
| Tunisia | 0.001 | 0.001 | 0.006 | 0.000 | 0.000 | 3.531 | 26.895 | 25843.030 | 0.000 |
| Turkey | 1.706 | 1.230 | 9.460 | 0.192 | 1.255 | 2.154 | 8.454 | 2067.354 | 0.000 |
| UAE | 0.065 | 0.051 | 0.585 | 0.007 | 0.051 | 3.461 | 24.151 | 21049.740 | 0.000 |
| UK | 0.823 | 0.772 | 2.590 | 0.186 | 0.273 | 1.997 | 9.569 | 2541.636 | 0.000 |
| USA | 3.867 | 3.604 | 9.045 | 1.297 | 1.045 | 1.992 | 8.501 | 1976.424 | 0.000 |