Table A1 Descriptive statistics of key...

Table A1

Descriptive statistics of key variables

Descriptive statistics	ITX	HC	OPI	INV	EXR	EXD
μ	8.277	15.882	2.567	9.390	4.704	10.498
M	9.078	15.827	2.465	9.360	4.604	10.523
Max.	13.125	17.196	3.437	10.728	5.205	10.743
Min.	1.137	14.771	1.925	7.540	4.393	10.156
σ	3.713	0.697	0.510	0.956	0.256	0.189
$m_{3}$	−0.379	0.228	0.434	−0.278	0.745	−0.372
$m_{4}$	1.796	1.974	1.704	1.852	2.186	1.803
J-B	3.033 (0.21)	1.891 (0.38)	3.643 (0.16)	2.437 (0.30)	4.323 (0.12)	2.980 (0.22)

Descriptive statistics	ITX	HC	OPI	INV	EXR	EXD
μ	8.277	15.882	2.567	9.390	4.704	10.498
M	9.078	15.827	2.465	9.360	4.604	10.523
Max.	13.125	17.196	3.437	10.728	5.205	10.743
Min.	1.137	14.771	1.925	7.540	4.393	10.156
σ	3.713	0.697	0.510	0.956	0.256	0.189
$m_{3}$	−0.379	0.228	0.434	−0.278	0.745	−0.372
$m_{4}$	1.796	1.974	1.704	1.852	2.186	1.803
J-B	3.033 (0.21)	1.891 (0.38)	3.643 (0.16)	2.437 (0.30)	4.323 (0.12)	2.980 (0.22)

Note(s): μ–mean; M – median; Max. – maximum; Min. – minimum; σ – standard deviation; $m_{3}$ – Skewness; $m_{4}$ – kurtosis; and J-B – Jarque-Bera test for normality respectively; and figures in parenthesis are respective p-value

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