Table V. Multicollinearity test for the... | Emerald Publishing

Table V.

Multicollinearity test for the multivariate models

Model	BM	FBM	FROE	FRM	Beta	Size	Momentum	Quant.	Volume	Negot.
1	2.291	2.299	1.005
4	1.005				1.017	1.022
5	1.005				1.057	1.025	1.040
6	1.006				1.219	1.543	1.061	3.585	3.705	2.569
7	2.567	2.581	1.010		1.001
8	2.567	2.586	1.013		1.019	1.028
9	2.579	2.608	1.014		1.061	1.032	1.052
10	2.580	2.609	1.016		1.223	1.550	1.070	3.597	3.994	2.814
11	3.063			3.065	1.001
12	3.082			3.068	1.017	1.022
13	3.230			3.076	1.057	1.026	1.053
14	3.238			3.246	1.219	1.544	1.075	3.583	3.707	2.572

Model	BM	FBM	FROE	FRM	Beta	Size	Momentum	Quant.	Volume	Negot.
1	2.291	2.299	1.005
4	1.005				1.017	1.022
5	1.005				1.057	1.025	1.040
6	1.006				1.219	1.543	1.061	3.585	3.705	2.569
7	2.567	2.581	1.010		1.001
8	2.567	2.586	1.013		1.019	1.028
9	2.579	2.608	1.014		1.061	1.032	1.052
10	2.580	2.609	1.016		1.223	1.550	1.070	3.597	3.994	2.814
11	3.063			3.065	1.001
12	3.082			3.068	1.017	1.022
13	3.230			3.076	1.057	1.026	1.053
14	3.238			3.246	1.219	1.544	1.075	3.583	3.707	2.572

Note: For each model described in regression models estimated in this study, a multicollinearity test was run, the VIF test statistics values are presented above