Table 7 Pearson's correlation... | Emerald Publishing

Table 7

Pearson's correlation coefficient

Variables	ocio	ln_tot_amt	long_wt	sf_wt
ln_tot_amt	0.3581^***
ln(long_wt)	0.2890^***	0.5524^***
sf_wt	0.1293	0.6435^***	0.3697^***
return	0.0954	0.2616^***	0.2367^***	0.3116^***
vol	0.1754^**	0.4175^***	0.2743^***	0.5645^***
sharpe	0.1323	0.1399	0.1817^**	0.1451^*
return_rnk	0.2648^***	0.3705^***	0.3419^***	0.4928^***
vol_rnk	−0.2190^**	−0.5536^***	−0.3112^***	−0.6876^***
sharpe_rnk	0.2355^***	0.2151^**	0.2635^***	0.2995^***
return_rnk_sf	0.2115^**	0.2823^***	0.2681^***	0.2622^***
vol_rnk_sf	−0.1868^**	−0.0384	−0.0453	0.1820^**
sharpe_rnk_sf	0.2453^***	0.3947^***	0.3138^***	0.4919^***
test_0_flag	0.3335^***	0.5571^***	0.2459^***	0.2687^***
test_1_flag	0.3799^***	0.6199^***	0.2596^***	0.3567^***
test_2_flag	0.2774^***	0.3421^***	0.1658^*	0.0603
test_3_flag	0.4518^***	0.5867^***	0.2636^***	0.2825^***

Variables	ocio	ln_tot_amt	long_wt	sf_wt
ln_tot_amt	0.3581^***
ln(long_wt)	0.2890^***	0.5524^***
sf_wt	0.1293	0.6435^***	0.3697^***
return	0.0954	0.2616^***	0.2367^***	0.3116^***
vol	0.1754^**	0.4175^***	0.2743^***	0.5645^***
sharpe	0.1323	0.1399	0.1817^**	0.1451^*
return_rnk	0.2648^***	0.3705^***	0.3419^***	0.4928^***
vol_rnk	−0.2190^**	−0.5536^***	−0.3112^***	−0.6876^***
sharpe_rnk	0.2355^***	0.2151^**	0.2635^***	0.2995^***
return_rnk_sf	0.2115^**	0.2823^***	0.2681^***	0.2622^***
vol_rnk_sf	−0.1868^**	−0.0384	−0.0453	0.1820^**
sharpe_rnk_sf	0.2453^***	0.3947^***	0.3138^***	0.4919^***
test_0_flag	0.3335^***	0.5571^***	0.2459^***	0.2687^***
test_1_flag	0.3799^***	0.6199^***	0.2596^***	0.3567^***
test_2_flag	0.2774^***	0.3421^***	0.1658^*	0.0603
test_3_flag	0.4518^***	0.5867^***	0.2636^***	0.2825^***

Source(s): Author's work [Using the data in Tables 2 and 4, we performed the analysis (statistics, correlation and regression analysis)]