Table 1

This table presents the summary statistics and the correlation matrix for the sample data as shown in Panel A and B respectively, for 24 firms from the NGSE-30 index

Panel A: Summary statistics
VariablesSample sizesMeanSt. DevKurtosis (excess)SkewnessMinMax
AGSV2090.0001.0002.5161.230−2.1074.155
AWiki209−0.3541.0000.9560.855−2.4983.115
ARET244−0.0160.023−0.1120.608−0.0660.048
ATVOL293−0.2370.9955.2061.829−1.6285.111
Volatility2930.0130.003−0.317−0.0150.0020.022
Panel B: correlation matrix analysis
CorrelationAGSVAWikiARETATVOLVolatility
AGSV1.000−0.3290.162−0.0140.00002
AWiki−0.3291.000−0.0980.150−0.005
ARET0.162−0.0981.000−0.079−0.480
ATVOL−0.0140.150−0.0791.0000.122
Volatility0.00002−0.005−0.4800.1221.000

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