Table 1 Descriptive statistics Variable... | Emerald Publishing

Table 1

Descriptive statistics

Variable	Number of observations	Mean	S.D.	Min	0.250	Mdn	0.750	Max
${NCSKEW}_{i, t + 1}$	11,030	−0.240	0.790	−2.610	−0.680	−0.050	0.140	1.830
CRASH	11,030	0.0900	0.290	0	0	0	0	1
ETRANS	11,030	0.300	0.240	−0.170	0.130	0.250	0.410	1.120
${AM}_{Accurual}$	11,030	−1.450	0.690	−3.240	−1.890	−1.440	−1	0.390
${NCSKEW}_{i, t}$	11,030	−0.190	0.790	−2.440	−0.650	−0.040	0.200	1.950
MB	11,030	3.550	3.780	−5.240	1.590	2.560	4.280	25.94
SIGMA	11,030	0.050	0.020	0.020	0.040	0.050	0.060	0.100
LEV	11,030	52.99	22.83	7.520	37.46	53.04	67	147.9
ROA	11,030	3.600	6.850	−25.12	1.040	3.210	6.360	25.17
RETURN	11,030	−0.070	0.280	−0.750	−0.250	−0.080	0.100	0.680
DTURN	11,030	−9.710	354.2	−918.5	−211.2	−8.230	204.6	882.6
SIZE	11,030	15	1.330	12.07	14.10	14.86	15.74	19.42
${INSI}_{RETURN}$	11,030	0.140	0.840	0	0	0	0	6.970

Variable	Number of observations	Mean	S.D.	Min	0.250	Mdn	0.750	Max
${NCSKEW}_{i, t + 1}$	11,030	−0.240	0.790	−2.610	−0.680	−0.050	0.140	1.830
CRASH	11,030	0.0900	0.290	0	0	0	0	1
ETRANS	11,030	0.300	0.240	−0.170	0.130	0.250	0.410	1.120
${AM}_{Accurual}$	11,030	−1.450	0.690	−3.240	−1.890	−1.440	−1	0.390
${NCSKEW}_{i, t}$	11,030	−0.190	0.790	−2.440	−0.650	−0.040	0.200	1.950
MB	11,030	3.550	3.780	−5.240	1.590	2.560	4.280	25.94
SIGMA	11,030	0.050	0.020	0.020	0.040	0.050	0.060	0.100
LEV	11,030	52.99	22.83	7.520	37.46	53.04	67	147.9
ROA	11,030	3.600	6.850	−25.12	1.040	3.210	6.360	25.17
RETURN	11,030	−0.070	0.280	−0.750	−0.250	−0.080	0.100	0.680
DTURN	11,030	−9.710	354.2	−918.5	−211.2	−8.230	204.6	882.6
SIZE	11,030	15	1.330	12.07	14.10	14.86	15.74	19.42
${INSI}_{RETURN}$	11,030	0.140	0.840	0	0	0	0	6.970