Table I

Summary table for full sample

MeanSD10th Pctl.25th Pctl.50th Pctl.75th Pctl.90th Pctl.
AVOL0.140.83−0.82−0.400.090.611.15
AAR0.281.14−0.65−0.40−0.020.621.52
ANDUM0.250.430.000.000.000.001.00
SIZE0.782.070.010.030.110.411.64
B/M1.096.380.270.480.811.311.98
BETA0.650.420.160.390.640.901.16
|UE|0.050.090.000.010.020.050.12
SURPRISE SIGN0.500.500.000.000.001.001.00
Observations12,143      

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