Table 4 Descriptive statistics RA RD RF... | Emerald Publishing

Table 4

Descriptive statistics

	RA	RD	RF	RL	RM	RS	RU	RZ
Mean	0.0021	0.0015	0.0024	−0.0014	0.0009	0.0030	0.0022	0.0018
Median	0.0000	0.0000	0.0000	0.0000	−0.0008	0.0000	0.0000	−0.0019
Maximum	0.1868	0.2567	0.3129	0.4134	0.1690	0.3387	0.3228	0.3254
Minimum	−0.3647	−0.1571	−0.2523	−0.3013	−0.1349	−0.1914	−0.1948	−0.3670
Std. Dev	0.0579	0.0456	0.0694	0.0629	0.0303	0.0633	0.0621	0.0593
Skewness	−0.2764	1.0454	0.9074	0.5768	0.4850	0.8473	0.6646	−0.0686
Kurtosis	7.8760	8.4674	6.6976	9.1823	9.5221	7.2814	7.0774	10.1362
Jarque–Bera	415.3956	591.0421	292.6524	682.2751	750.0045	365.7378	317.2601	878.7883
Probability	0.0000	0.0000	0.0000	0.0000	0.0000	0.0000	0.0000	0.0000
Observations	414	414	414	414	414	414	414	414

	RA	RD	RF	RL	RM	RS	RU	RZ
Mean	0.0021	0.0015	0.0024	−0.0014	0.0009	0.0030	0.0022	0.0018
Median	0.0000	0.0000	0.0000	0.0000	−0.0008	0.0000	0.0000	−0.0019
Maximum	0.1868	0.2567	0.3129	0.4134	0.1690	0.3387	0.3228	0.3254
Minimum	−0.3647	−0.1571	−0.2523	−0.3013	−0.1349	−0.1914	−0.1948	−0.3670
Std. Dev	0.0579	0.0456	0.0694	0.0629	0.0303	0.0633	0.0621	0.0593
Skewness	−0.2764	1.0454	0.9074	0.5768	0.4850	0.8473	0.6646	−0.0686
Kurtosis	7.8760	8.4674	6.6976	9.1823	9.5221	7.2814	7.0774	10.1362
Jarque–Bera	415.3956	591.0421	292.6524	682.2751	750.0045	365.7378	317.2601	878.7883
Probability	0.0000	0.0000	0.0000	0.0000	0.0000	0.0000	0.0000	0.0000
Observations	414	414	414	414	414	414	414	414

Source(s): Table by the author