Table 1 Summary statistics of returns...

Table 1

Summary statistics of returns

	SP500	SSE	Bitcoin	Ether	Tether	TrueUSD	Gold
Period: August 24, 2018 to January 29, 2021
Mean	0.000522	0.000468	0.003718	0.004542	7.65E-06	5.87E-06	0.000725
Median	0.000899	0.000440	0.001389	0.000276	0.000000	−9.99E-05	0.001138
Maximum	0.093828	0.063217	0.222361	0.418981	0.021375	0.033774	0.043905
Minimum	−0.119841	−0.076832	−0.391816	−0.440031	−0.025683	−0.022214	−0.057225
Std. dev.	0.015566	0.012259	0.045865	0.062722	0.003185	0.003960	0.009700
Skewness	−0.600665	−0.122950	−0.680647	0.317689	−0.494695	1.279497	−0.534478
Kurtosis	17.04405	8.628538	14.02468	12.09609	23.72030	24.63131	7.926998
Jarque-Bera	5140.807	821.2961	3192.890	2151.314	11134.26	12276.70	657.6901
Period (before Covid-19 crisis): August 24, 2018 to Novembre 29, 2019
Mean	0.000296	0.000226	0.001432	−0.000151	1.57E-05	8.55E-06	0.000616
Median	0.000509	4.00E-05	0.000297	−0.001732	0.000000	−0.000100	0.000645
Maximum	0.049594	0.056007	0.222361	0.346948	0.021375	0.033774	0.032974
Minimum	−0.032864	−0.052233	−0.144450	−0.200309	−0.025683	−0.022214	−0.021156
Std. dev.	0.009601	0.011694	0.044440	0.058480	0.004292	0.005390	0.007261
Skewness	−0.254844	0.173037	0.421106	0.664608	−0.389235	0.970459	0.517927
Kurtosis	6.654687	6.268712	6.960277	8.087132	13.81378	13.81487	4.816010
Jarque-Bera	183.2557	145.4072	220.6240	372.0654	1581.943	1624.805	58.82483
Period (during Covid-19 crisis): Decembre 01, 2019, to January 29, 2021
Mean	0.000767	0.000730	0.006195	0.009628	−1.08E-06	2.97E-06	0.000843
Median	0.001857	0.001016	0.002946	0.002772	0.000000	−9.99E-05	0.001776
Maximum	0.093828	0.063217	0.157128	0.418981	0.005076	0.007978	0.043905
Minimum	−0.119841	−0.076832	−0.391816	−0.440031	−0.007525	−0.004904	−0.057225
Std. Dev	0.020143	0.012858	0.047311	0.066744	0.001094	0.001113	0.011799
Skewness	−0.577464	−0.374363	−1.692600	0.012895	−0.351648	0.726792	−0.769852
Kurtosis	12.36359	10.29505	20.42597	14.63133	13.01237	13.84644	6.856260
Jarque-Bera	1105.217	667.7485	3912.789	1679.832	1250.881	1486.996	214.0812

	SP500	SSE	Bitcoin	Ether	Tether	TrueUSD	Gold
Period: August 24, 2018 to January 29, 2021
Mean	0.000522	0.000468	0.003718	0.004542	7.65E-06	5.87E-06	0.000725
Median	0.000899	0.000440	0.001389	0.000276	0.000000	−9.99E-05	0.001138
Maximum	0.093828	0.063217	0.222361	0.418981	0.021375	0.033774	0.043905
Minimum	−0.119841	−0.076832	−0.391816	−0.440031	−0.025683	−0.022214	−0.057225
Std. dev.	0.015566	0.012259	0.045865	0.062722	0.003185	0.003960	0.009700
Skewness	−0.600665	−0.122950	−0.680647	0.317689	−0.494695	1.279497	−0.534478
Kurtosis	17.04405	8.628538	14.02468	12.09609	23.72030	24.63131	7.926998
Jarque-Bera	5140.807	821.2961	3192.890	2151.314	11134.26	12276.70	657.6901
Period (before Covid-19 crisis): August 24, 2018 to Novembre 29, 2019
Mean	0.000296	0.000226	0.001432	−0.000151	1.57E-05	8.55E-06	0.000616
Median	0.000509	4.00E-05	0.000297	−0.001732	0.000000	−0.000100	0.000645
Maximum	0.049594	0.056007	0.222361	0.346948	0.021375	0.033774	0.032974
Minimum	−0.032864	−0.052233	−0.144450	−0.200309	−0.025683	−0.022214	−0.021156
Std. dev.	0.009601	0.011694	0.044440	0.058480	0.004292	0.005390	0.007261
Skewness	−0.254844	0.173037	0.421106	0.664608	−0.389235	0.970459	0.517927
Kurtosis	6.654687	6.268712	6.960277	8.087132	13.81378	13.81487	4.816010
Jarque-Bera	183.2557	145.4072	220.6240	372.0654	1581.943	1624.805	58.82483
Period (during Covid-19 crisis): Decembre 01, 2019, to January 29, 2021
Mean	0.000767	0.000730	0.006195	0.009628	−1.08E-06	2.97E-06	0.000843
Median	0.001857	0.001016	0.002946	0.002772	0.000000	−9.99E-05	0.001776
Maximum	0.093828	0.063217	0.157128	0.418981	0.005076	0.007978	0.043905
Minimum	−0.119841	−0.076832	−0.391816	−0.440031	−0.007525	−0.004904	−0.057225
Std. Dev	0.020143	0.012858	0.047311	0.066744	0.001094	0.001113	0.011799
Skewness	−0.577464	−0.374363	−1.692600	0.012895	−0.351648	0.726792	−0.769852
Kurtosis	12.36359	10.29505	20.42597	14.63133	13.01237	13.84644	6.856260
Jarque-Bera	1105.217	667.7485	3912.789	1679.832	1250.881	1486.996	214.0812

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