Table 2 Descriptive statistics...

Table 2

Descriptive statistics

		Retornolog				H500				H1250
CODY	Country	Mean	SD	Min	Max	Mean	SD	Min	Max	Mean	SD	Min	Max
ARG	Argentina	0.001017	0.027675	−0.757131	0.261918	0.029700	0.040821	−0.104946	0.135294	0.033462	0.028417	−0.052138	0.095137
AUS	Australia	0.000181	0.009395	−0.100090	0.063548	−0.012232	0.044214	−0.198400	0.138513	−0.011510	0.028372	−0.062030	0.092043
BEL	Belgium	0.000167	0.011638	−0.153276	0.093340	0.030933	0.053278	−0.111913	0.195411	0.038535	0.041733	−0.051574	0.121289
BGR	Bulgaria	0.000364	0.011916	−0.113600	0.083878	0.075307	0.071903	−0.117541	0.236958	0.090504	0.052730	−0.006451	0.198739
BRA	Brazil	0.002078	0.027906	−0.393043	0.341799	−0.021152	0.043051	−0.174161	0.120434	−0.011212	0.032689	−0.070685	0.097294
CAN	Canada	0.000198	0.010117	−0.131761	0.112945	0.035981	0.087717	−0.248284	0.290591	0.024731	0.073820	−0.110926	0.227008
CHE	Switzerland	0.000224	0.011334	−0.101339	0.107876	−0.010381	0.041133	−0.160354	0.130071	−0.002462	0.027637	−0.063718	0.075069
CHL	Chile	0.000427	0.010892	−0.152156	0.118034	0.120740	0.065918	−0.027795	0.313576	0.120216	0.051022	0.027731	0.263604
CHN	China	0.000451	0.021918	−0.179051	0.719152	0.012836	0.032247	−0.100412	0.150163	0.020414	0.018578	−0.027848	0.074526
COL	Colombia	0.000096	0.011689	−0.132812	0.124697	0.086583	0.064422	−0.045468	0.272119	0.105879	0.039186	0.010852	0.218242
CZE	Czech Republic	0.000077	0.012805	−0.161855	0.123641	0.048092	0.088079	−0.144781	0.446246	0.037087	0.044463	−0.026934	0.201156
DEU	Germany	0.000245	0.014080	−0.130549	0.107975	−0.017337	0.035445	−0.110664	0.141410	−0.012715	0.018399	−0.077326	0.056531
EGY	Egypt	0.000384	0.016217	−0.179916	0.183692	0.129114	0.039025	0.011551	0.392280	0.133092	0.024922	0.062994	0.205672
ESP	Spain	0.000124	0.013991	−0.151512	0.134836	−0.000263	0.046106	−0.133777	0.228017	−0.000989	0.038422	−0.073816	0.097258
EST	Estonia	0.000451	0.010460	−0.106025	0.120945	0.084354	0.073295	−0.085280	0.250447	0.093320	0.056844	−0.029599	0.188951
FIN	Finland	0.000254	0.016812	−0.174042	0.145630	0.002967	0.039030	−0.095682	0.192622	0.003193	0.019418	−0.027214	0.086146
FRA	France	0.000142	0.013698	−0.130984	0.105946	−0.033048	0.046853	−0.164912	0.193356	−0.028877	0.032604	−0.095991	0.069995
GBR	United Kingdom	0.000245	0.009702	−0.098202	0.080388	0.092375	0.089441	−0.102117	0.324964	0.098683	0.076527	−0.031173	0.261769
GRC	Greece	0.000083	0.018651	−0.177129	0.137497	0.062893	0.045471	−0.075345	0.251593	0.064613	0.034597	0.005331	0.139744
HKG	Hong-Kong (China)	0.000241	0.015531	−0.147346	0.172470	0.003749	0.031924	−0.079592	0.182672	0.002994	0.024485	−0.049489	0.092135
HUN	Hungary	0.000476	0.015805	−0.180331	0.136157	0.043395	0.104916	−0.097265	0.372688	0.038276	0.070196	−0.037044	0.291935
IDN	Indonesia	0.000364	0.014143	−0.127318	0.131278	0.086428	0.107356	−0.112077	0.352554	0.084949	0.080872	−0.032828	0.322534
IND	India	0.000553	0.016148	−0.141017	0.159900	0.037794	0.043517	−0.135625	0.209305	0.035996	0.028856	−0.026457	0.136119
ISL	Iceland	0.000260	0.015996	−1.062197	0.050632	0.057404	0.096820	−0.117879	0.293393	0.058750	0.065540	−0.056198	0.253631
ISR	Israel	0.000340	0.012654	−0.104634	0.097815	0.016458	0.037885	−0.140339	0.236687	0.024107	0.026450	−0.050170	0.146023
ITA	Italia	−0.000016	0.015467	−0.185411	0.108743	−0.032248	0.035507	−0.146320	0.159946	−0.026175	0.025169	−0.078728	0.020712
JOR	Jordanian	0.000212	0.012888	−0.412833	0.438263	0.076376	0.151745	−0.385165	0.306429	0.029072	0.145753	−0.224999	0.231473
JPN	Japan	−0.000037	0.014879	−0.121110	0.132346	−0.032737	0.036198	−0.132752	0.113633	−0.034155	0.020614	−0.076306	0.035209
KOR	Korea, Rep	0.000119	0.015705	−0.128047	0.112844	0.016703	0.040212	−0.100949	0.232117	0.020640	0.034572	−0.064981	0.151170
LTU	Lithuania	0.000362	0.009240	−0.119378	0.110015	0.065488	0.081277	−0.159787	0.302242	0.081542	0.067225	−0.057838	0.245598
LVA	Latvia	0.000421	0.013669	−0.163346	0.120862	−0.045480	0.109768	−0.326488	0.180686	−0.020210	0.080064	−0.183913	0.150450
MEX	Mexico	0.000458	0.014250	−0.143145	0.121536	0.030365	0.044288	−0.103698	0.188072	0.031319	0.028627	−0.039766	0.115534
MYS	Malaysia	0.000123	0.012239	−0.241534	0.208174	0.074467	0.050482	−0.084779	0.280477	0.071005	0.039761	−0.029467	0.157040
NLD	Netherlands	0.000200	0.012987	−0.113758	0.100283	−0.007616	0.030445	−0.137628	0.180185	−0.005176	0.017368	−0.065387	0.080544
NOR	Norway	0.000358	0.012981	−0.098320	0.091864	0.004962	0.058909	−0.153040	0.139731	0.014082	0.041364	−0.078365	0.095905
NZL	New Zealand	0.000358	0.007358	−0.078902	0.069366	0.037740	0.039350	−0.070330	0.232006	0.042120	0.014648	0.002545	0.152213
PAK	Pakistan	0.000428	0.014351	−0.132133	0.127622	0.088000	0.055514	−0.030995	0.249130	0.093978	0.036735	0.027937	0.177178
PHL	Philippines	0.000225	0.014430	−0.143224	0.161776	0.069643	0.062906	−0.102331	0.210878	0.073331	0.051806	−0.035769	0.178052
PRT	Portugal	0.000098	0.011725	−0.146161	0.120992	0.063591	0.055737	−0.065524	0.301186	0.056331	0.023412	0.005633	0.173880
ROU	Romania	0.000585	0.014577	−0.119018	0.145765	0.051951	0.046843	−0.087901	0.210784	0.053338	0.019745	0.009973	0.120561
RUS	Russian Federation	0.000500	0.024798	−0.404674	0.275005	0.000715	0.053316	−0.131192	0.126680	0.000718	0.037484	−0.091161	0.114845
SAU	Saudi Arabia	0.000317	0.014780	−0.127914	0.163956	0.042452	0.057735	−0.119620	0.231230	0.058924	0.026802	−0.015227	0.124284
SGP	Singapore	0.000096	0.011777	−0.091535	0.128738	0.038586	0.048783	−0.097073	0.320275	0.050320	0.040350	−0.022867	0.227201
SVK	Slovak Republic	0.000109	0.012145	−0.148101	0.118803	−0.077442	0.092444	−0.296169	0.131937	−0.056404	0.079535	−0.178583	0.093938
SWE	Sweden	0.000278	0.014220	−0.111727	0.110228	−0.027932	0.061012	−0.162420	0.154902	−0.026011	0.047034	−0.104901	0.108106
THA	Thailand	0.000078	0.015421	−0.173884	0.113495	0.041194	0.051934	−0.114736	0.203745	0.049299	0.039668	−0.005519	0.168084
TUR	Türkiye	0.001163	0.024269	−0.199783	0.177738	0.026942	0.050604	−0.086137	0.195478	0.027180	0.040786	−0.038299	0.143979
TWN	Taiwan	0.000113	0.013506	−0.099360	0.085198	0.017142	0.028233	−0.078018	0.138392	0.026294	0.016255	−0.009430	0.084023
USA	United States	0.000305	0.011087	−0.138418	0.107643	−0.047695	0.039041	−0.200986	0.047652	−0.049535	0.034080	−0.132991	0.026798
ZAF	South Africa	0.000381	0.013271	−0.142815	0.090570	−0.017083	0.062516	−0.142449	0.274337	−0.011746	0.054045	−0.091905	0.098420

		Retornolog				H500				H1250
CODY	Country	Mean	SD	Min	Max	Mean	SD	Min	Max	Mean	SD	Min	Max
ARG	Argentina	0.001017	0.027675	−0.757131	0.261918	0.029700	0.040821	−0.104946	0.135294	0.033462	0.028417	−0.052138	0.095137
AUS	Australia	0.000181	0.009395	−0.100090	0.063548	−0.012232	0.044214	−0.198400	0.138513	−0.011510	0.028372	−0.062030	0.092043
BEL	Belgium	0.000167	0.011638	−0.153276	0.093340	0.030933	0.053278	−0.111913	0.195411	0.038535	0.041733	−0.051574	0.121289
BGR	Bulgaria	0.000364	0.011916	−0.113600	0.083878	0.075307	0.071903	−0.117541	0.236958	0.090504	0.052730	−0.006451	0.198739
BRA	Brazil	0.002078	0.027906	−0.393043	0.341799	−0.021152	0.043051	−0.174161	0.120434	−0.011212	0.032689	−0.070685	0.097294
CAN	Canada	0.000198	0.010117	−0.131761	0.112945	0.035981	0.087717	−0.248284	0.290591	0.024731	0.073820	−0.110926	0.227008
CHE	Switzerland	0.000224	0.011334	−0.101339	0.107876	−0.010381	0.041133	−0.160354	0.130071	−0.002462	0.027637	−0.063718	0.075069
CHL	Chile	0.000427	0.010892	−0.152156	0.118034	0.120740	0.065918	−0.027795	0.313576	0.120216	0.051022	0.027731	0.263604
CHN	China	0.000451	0.021918	−0.179051	0.719152	0.012836	0.032247	−0.100412	0.150163	0.020414	0.018578	−0.027848	0.074526
COL	Colombia	0.000096	0.011689	−0.132812	0.124697	0.086583	0.064422	−0.045468	0.272119	0.105879	0.039186	0.010852	0.218242
CZE	Czech Republic	0.000077	0.012805	−0.161855	0.123641	0.048092	0.088079	−0.144781	0.446246	0.037087	0.044463	−0.026934	0.201156
DEU	Germany	0.000245	0.014080	−0.130549	0.107975	−0.017337	0.035445	−0.110664	0.141410	−0.012715	0.018399	−0.077326	0.056531
EGY	Egypt	0.000384	0.016217	−0.179916	0.183692	0.129114	0.039025	0.011551	0.392280	0.133092	0.024922	0.062994	0.205672
ESP	Spain	0.000124	0.013991	−0.151512	0.134836	−0.000263	0.046106	−0.133777	0.228017	−0.000989	0.038422	−0.073816	0.097258
EST	Estonia	0.000451	0.010460	−0.106025	0.120945	0.084354	0.073295	−0.085280	0.250447	0.093320	0.056844	−0.029599	0.188951
FIN	Finland	0.000254	0.016812	−0.174042	0.145630	0.002967	0.039030	−0.095682	0.192622	0.003193	0.019418	−0.027214	0.086146
FRA	France	0.000142	0.013698	−0.130984	0.105946	−0.033048	0.046853	−0.164912	0.193356	−0.028877	0.032604	−0.095991	0.069995
GBR	United Kingdom	0.000245	0.009702	−0.098202	0.080388	0.092375	0.089441	−0.102117	0.324964	0.098683	0.076527	−0.031173	0.261769
GRC	Greece	0.000083	0.018651	−0.177129	0.137497	0.062893	0.045471	−0.075345	0.251593	0.064613	0.034597	0.005331	0.139744
HKG	Hong-Kong (China)	0.000241	0.015531	−0.147346	0.172470	0.003749	0.031924	−0.079592	0.182672	0.002994	0.024485	−0.049489	0.092135
HUN	Hungary	0.000476	0.015805	−0.180331	0.136157	0.043395	0.104916	−0.097265	0.372688	0.038276	0.070196	−0.037044	0.291935
IDN	Indonesia	0.000364	0.014143	−0.127318	0.131278	0.086428	0.107356	−0.112077	0.352554	0.084949	0.080872	−0.032828	0.322534
IND	India	0.000553	0.016148	−0.141017	0.159900	0.037794	0.043517	−0.135625	0.209305	0.035996	0.028856	−0.026457	0.136119
ISL	Iceland	0.000260	0.015996	−1.062197	0.050632	0.057404	0.096820	−0.117879	0.293393	0.058750	0.065540	−0.056198	0.253631
ISR	Israel	0.000340	0.012654	−0.104634	0.097815	0.016458	0.037885	−0.140339	0.236687	0.024107	0.026450	−0.050170	0.146023
ITA	Italia	−0.000016	0.015467	−0.185411	0.108743	−0.032248	0.035507	−0.146320	0.159946	−0.026175	0.025169	−0.078728	0.020712
JOR	Jordanian	0.000212	0.012888	−0.412833	0.438263	0.076376	0.151745	−0.385165	0.306429	0.029072	0.145753	−0.224999	0.231473
JPN	Japan	−0.000037	0.014879	−0.121110	0.132346	−0.032737	0.036198	−0.132752	0.113633	−0.034155	0.020614	−0.076306	0.035209
KOR	Korea, Rep	0.000119	0.015705	−0.128047	0.112844	0.016703	0.040212	−0.100949	0.232117	0.020640	0.034572	−0.064981	0.151170
LTU	Lithuania	0.000362	0.009240	−0.119378	0.110015	0.065488	0.081277	−0.159787	0.302242	0.081542	0.067225	−0.057838	0.245598
LVA	Latvia	0.000421	0.013669	−0.163346	0.120862	−0.045480	0.109768	−0.326488	0.180686	−0.020210	0.080064	−0.183913	0.150450
MEX	Mexico	0.000458	0.014250	−0.143145	0.121536	0.030365	0.044288	−0.103698	0.188072	0.031319	0.028627	−0.039766	0.115534
MYS	Malaysia	0.000123	0.012239	−0.241534	0.208174	0.074467	0.050482	−0.084779	0.280477	0.071005	0.039761	−0.029467	0.157040
NLD	Netherlands	0.000200	0.012987	−0.113758	0.100283	−0.007616	0.030445	−0.137628	0.180185	−0.005176	0.017368	−0.065387	0.080544
NOR	Norway	0.000358	0.012981	−0.098320	0.091864	0.004962	0.058909	−0.153040	0.139731	0.014082	0.041364	−0.078365	0.095905
NZL	New Zealand	0.000358	0.007358	−0.078902	0.069366	0.037740	0.039350	−0.070330	0.232006	0.042120	0.014648	0.002545	0.152213
PAK	Pakistan	0.000428	0.014351	−0.132133	0.127622	0.088000	0.055514	−0.030995	0.249130	0.093978	0.036735	0.027937	0.177178
PHL	Philippines	0.000225	0.014430	−0.143224	0.161776	0.069643	0.062906	−0.102331	0.210878	0.073331	0.051806	−0.035769	0.178052
PRT	Portugal	0.000098	0.011725	−0.146161	0.120992	0.063591	0.055737	−0.065524	0.301186	0.056331	0.023412	0.005633	0.173880
ROU	Romania	0.000585	0.014577	−0.119018	0.145765	0.051951	0.046843	−0.087901	0.210784	0.053338	0.019745	0.009973	0.120561
RUS	Russian Federation	0.000500	0.024798	−0.404674	0.275005	0.000715	0.053316	−0.131192	0.126680	0.000718	0.037484	−0.091161	0.114845
SAU	Saudi Arabia	0.000317	0.014780	−0.127914	0.163956	0.042452	0.057735	−0.119620	0.231230	0.058924	0.026802	−0.015227	0.124284
SGP	Singapore	0.000096	0.011777	−0.091535	0.128738	0.038586	0.048783	−0.097073	0.320275	0.050320	0.040350	−0.022867	0.227201
SVK	Slovak Republic	0.000109	0.012145	−0.148101	0.118803	−0.077442	0.092444	−0.296169	0.131937	−0.056404	0.079535	−0.178583	0.093938
SWE	Sweden	0.000278	0.014220	−0.111727	0.110228	−0.027932	0.061012	−0.162420	0.154902	−0.026011	0.047034	−0.104901	0.108106
THA	Thailand	0.000078	0.015421	−0.173884	0.113495	0.041194	0.051934	−0.114736	0.203745	0.049299	0.039668	−0.005519	0.168084
TUR	Türkiye	0.001163	0.024269	−0.199783	0.177738	0.026942	0.050604	−0.086137	0.195478	0.027180	0.040786	−0.038299	0.143979
TWN	Taiwan	0.000113	0.013506	−0.099360	0.085198	0.017142	0.028233	−0.078018	0.138392	0.026294	0.016255	−0.009430	0.084023
USA	United States	0.000305	0.011087	−0.138418	0.107643	−0.047695	0.039041	−0.200986	0.047652	−0.049535	0.034080	−0.132991	0.026798
ZAF	South Africa	0.000381	0.013271	−0.142815	0.090570	−0.017083	0.062516	−0.142449	0.274337	−0.011746	0.054045	−0.091905	0.098420

Source(s): Research data

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