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 | |||||||
|---|---|---|---|---|---|---|---|
| Variables | Sample sizes | Mean | St. Dev | Kurtosis (excess) | Skewness | Min | Max |
| AGSV | 209 | 0.000 | 1.000 | 2.516 | 1.230 | −2.107 | 4.155 |
| AWiki | 209 | −0.354 | 1.000 | 0.956 | 0.855 | −2.498 | 3.115 |
| ARET | 244 | −0.016 | 0.023 | −0.112 | 0.608 | −0.066 | 0.048 |
| ATVOL | 293 | −0.237 | 0.995 | 5.206 | 1.829 | −1.628 | 5.111 |
| Volatility | 293 | 0.013 | 0.003 | −0.317 | −0.015 | 0.002 | 0.022 |
| Panel A: Summary statistics | |||||||
|---|---|---|---|---|---|---|---|
| Variables | Sample sizes | Mean | St. Dev | Kurtosis (excess) | Skewness | Min | Max |
| AGSV | 209 | 0.000 | 1.000 | 2.516 | 1.230 | −2.107 | 4.155 |
| AWiki | 209 | −0.354 | 1.000 | 0.956 | 0.855 | −2.498 | 3.115 |
| ARET | 244 | −0.016 | 0.023 | −0.112 | 0.608 | −0.066 | 0.048 |
| ATVOL | 293 | −0.237 | 0.995 | 5.206 | 1.829 | −1.628 | 5.111 |
| Volatility | 293 | 0.013 | 0.003 | −0.317 | −0.015 | 0.002 | 0.022 |
| Panel B: correlation matrix analysis | |||||
|---|---|---|---|---|---|
| Correlation | AGSV | AWiki | ARET | ATVOL | Volatility |
| AGSV | 1.000 | −0.329 | 0.162 | −0.014 | 0.00002 |
| AWiki | −0.329 | 1.000 | −0.098 | 0.150 | −0.005 |
| ARET | 0.162 | −0.098 | 1.000 | −0.079 | −0.480 |
| ATVOL | −0.014 | 0.150 | −0.079 | 1.000 | 0.122 |
| Volatility | 0.00002 | −0.005 | −0.480 | 0.122 | 1.000 |
| Panel B: correlation matrix analysis | |||||
|---|---|---|---|---|---|
| Correlation | AGSV | AWiki | ARET | ATVOL | Volatility |
| AGSV | −0.329 | 0.162 | −0.014 | 0.00002 | |
| AWiki | −0.329 | −0.098 | 0.150 | −0.005 | |
| ARET | 0.162 | −0.098 | −0.079 | −0.480 | |
| ATVOL | −0.014 | 0.150 | −0.079 | 0.122 | |
| Volatility | 0.00002 | −0.005 | −0.480 | 0.122 | |
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