Figure 4
The figure consists of eight dot plots with error bars arranged in four rows. The graphs in the top row consist of two side-by-side dot plots and are titled “Renyi’s Effective Transfer Entropy between N G M C I and Other Equities-(H F Q)”. The horizontal axis for both the dot plots lists 29 categories from left to right as follows: “D J S N A”, “S. P E A”, “D J S U S”, “N A S I A I”, “N A M E R I C A I”, “D J A T”, “D J S W”, “S. P F B M I S”, “D J S E”, “S. P G B M I”, “S. P B R I C T”, “N D M I”, “D J S W D”, “S. P A A”, “N A R E I T s”, “N E U R O Z I”, “S. P S S A”, “D J S E Z”, “D J S A P”, “S. P N A”, “S. P P A F S”, “S. P L A B M I”, “N E U R O P I”, “D J I M E”, “N B R I C I”, “D J S E M”, “N E M I”, “D J M E N A”, and “N G V O L N D X”. The vertical axis is labeled “Effective Transfer Entropy” and ranges from negative 0.2 to 0.0 in increments of 0.1 units. First row, Left graph: This dot plot is labeled “Flow towards N G M C I” at the top. D J S N A: negative 0.14, and the error bar ranges from negative 0.22 to negative 0.06. S. P E A: negative 0.13, and the error bar ranges from negative 0.20 to negative 0.06. D J S U S: negative 0.13, and the error bar ranges from negative 0.20 to negative 0.05. N A S I A I: negative 0.11, and the error bar ranges from negative 0.19 to negative 0.03. N A M E R I C A I: negative 0.11, and the error bar ranges from negative 0.19 to negative 0.04. D J A T: negative 0.10, and the error bar ranges from negative 0.18 to negative 0.03. D J S W: negative 0.10, and the error bar ranges from negative 0.17 to negative 0.02. S. P F B M I S: negative 0.10, and the error bar ranges from negative 0.18 to negative 0.02. D J S E: negative 0.10, and the error bar ranges from negative 0.18 to negative 0.02. S. P G B M I: negative 0.09, and the error bar ranges from negative 0.17 to negative 0.01. S. P B R I C T: negative 0.09, and the error bar ranges from negative 0.17 to negative 0.02. N D M I: negative 0.09, and the error bar ranges from negative 0.17 to negative 0.02. D J S W D: negative 0.09, and the error bar ranges from negative 0.17 to negative 0.02. S. P A A: negative 0.08, and the error bar ranges from negative 0.16 to 0.00. N A R E I T s: negative 0.08, and the error bar ranges from negative 0.16 to negative 0.01. N E U R O Z I: negative 0.08, and the error bar ranges from negative 0.15 to negative 0.01. S. P S S A: negative 0.07, and the error bar ranges from negative 0.15 to negative 0.00. D J S E Z: negative 0.07, and the error bar ranges from negative 0.14 to 0.00. D J S A P: negative 0.07, and the error bar ranges from negative 0.14 to negative 0.01. S. P N A: negative 0.06, and the error bar ranges from negative 0.14 to 0.01. S. P P A F S: negative 0.06, and the error bar ranges from negative 0.13 to 0.01. S. P L A B M I: negative 0.06, and the error bar ranges from negative 0.13 to 0.01. N E U R O P I: negative 0.06, and the error bar ranges from negative 0.13 to 0.01. D J I M E: negative 0.06, and the error bar ranges from negative 0.13 to 0.01. N B R I C I: negative 0.05, and the error bar ranges from negative 0.12 to 0.03. D J S E M: negative 0.04, and the error bar ranges from negative 0.11 to 0.03. N E M I: negative 0.04, and the error bar ranges from negative 0.11 to 0.03. D J M E N A: negative 0.03, and the error bar ranges from negative 0.11 to 0.06. N G V O L N D X: negative 0.01, and the error bar ranges from negative 0.09 to 0.06. First row, Right graph: This dot plot is labeled “Flow towards Other Equities” at the top. D J S N A: negative 0.13, and the error bar ranges from negative 0.20 to negative 0.06. S. P E A: negative 0.09, and the error bar ranges from negative 0.16 to negative 0.02. D J S U S: negative 0.13, and the error bar ranges from negative 0.20 to negative 0.05. N A S I A I: negative 0.09, and the error bar ranges from negative 0.16 to negative 0.02. N A M E R I C A I: negative 0.12, and the error bar ranges from negative 0.19 to negative 0.05. D J A T: negative 0.12, and the error bar ranges from negative 0.19 to negative 0.05. D J S W: negative 0.09, and the error bar ranges from negative 0.16 to negative 0.01. S. P F B M I S: negative 0.09, and the error bar ranges from negative 0.16 to negative 0.01. D J S E: negative 0.08, and the error bar ranges from negative 0.16 to negative 0.01. S. P G B M I: negative 0.08, and the error bar ranges from negative 0.16 to negative 0.01. S. P B R I C T: negative 0.08, and the error bar ranges from negative 0.16 to negative 0.01. N D M I: negative 0.08, and the error bar ranges from negative 0.16 to negative 0.01. D J S W D: negative 0.05, and the error bar ranges from negative 0.13 to negative 0.01. S. P A A: negative 0.09, and the error bar ranges from negative 0.18 to negative 0.01. N A R E I T s: negative 0.05, and the error bar ranges from negative 0.13 to 0.03. N E U R O Z I: negative 0.07, and the error bar ranges from negative 0.14 to negative 0.00. S. P S S A: negative 0.09, and the error bar ranges from negative 0.16 to negative 0.01. D J S E Z: negative 0.09, and the error bar ranges from negative 0.16 to negative 0.01. D J S A P: negative 0.07, and the error bar ranges from negative 0.14 to 0.00. S. P N A: negative 0.10, and the error bar ranges from negative 0.17 to negative 0.03. S. P P A F S: negative 0.10, and the error bar ranges from negative 0.18 to negative 0.03. S. P L A B M I: negative 0.09, and the error bar ranges from negative 0.16 to negative 0.01. N E U R O P I: negative 0.11, and the error bar ranges from negative 0.18 to negative 0.03. D J I M E: negative 0.06, and the error bar ranges from negative 0.13 to 0.01. N B R I C I: negative 0.11, and the error bar ranges from negative 0.18 to negative 0.04. D J S E M: negative 0.09, and the error bar ranges from negative 0.16 to negative 0.02. N E M I: negative 0.12, and the error bar ranges from negative 0.19 to negative 0.04. D J M E N A: negative 0.09, and the error bar ranges from negative 0.16 to negative 0.02. N G V O L N D X: negative 0.08, and the error bar ranges from negative 0.16 to negative 0.00. The graphs in the second row consist of two side-by-side dot plots and are titled “Renyi’s Effective Transfer Entropy between N G M C I and Other Equities-(M F Q)”. The horizontal axis for both the dot plots lists 29 categories from left to right as follows: “D J S A P”, “D J S E”, “D J S E M”, “S. P A A”, “D J S N A”, “N A S I A I”, “S. P F B M I S”, “N B R I C I”, “S. P L A B M I”, “S. P B R I C T”, “N A R E I T s”, “N A M E R I C A I”, “D J S W D”, “S. P G B M I”, “D J S W”, “N E U R O P I”, “S. P S S A”, “N D M I”, “D J I M E”, “N E U R O Z I”, “D J S U S”, “D J A T”, “S. P P A F S”, “S. P N A”, “S. P E A”, “N G V O L N D X”, “D J S E Z”, “N E M I”, and “D J M E N A”. The vertical axis is labeled “Effective Transfer Entropy” and ranges from negative 0.3 to 0.2 in increments of 0.1 units. Second row, Left graph: This dot plot is labeled “Flow towards N G M C I” at the top. D J S A P: negative 0.18, and the error bar ranges from negative 0.27 to negative 0.09. D J S E: negative 0.17, and the error bar ranges from negative 0.26 to negative 0.08. D J S E M: negative 0.16, and the error bar ranges from negative 0.24 to negative 0.07. S. P A A: negative 0.15, and the error bar ranges from negative 0.23 to negative 0.06. D J S N A: negative 0.14, and the error bar ranges from negative 0.23 to negative 0.05. N A S I A I: negative 0.14, and the error bar ranges from negative 0.23 to negative 0.04. S. P F B M I S: negative 0.13, and the error bar ranges from negative 0.21 to negative 0.04. N B R I C I: negative 0.12, and the error bar ranges from negative 0.21 to negative 0.03. S. P L A B M I: negative 0.12, and the error bar ranges from negative 0.20 to negative 0.03. S. P B R I C T: negative 0.11, and the error bar ranges from negative 0.20 to negative 0.03. N A R E I T s: negative 0.11, and the error bar ranges from negative 0.20 to negative 0.03. N A M E R I C A I: negative 0.11, and the error bar ranges from negative 0.20 to negative 0.02. D J S W D: negative 0.11, and the error bar ranges from negative 0.19 to negative 0.02. S. P G B M I: negative 0.11, and the error bar ranges from negative 0.19 to negative 0.02. D J S W: negative 0.11, and the error bar ranges from negative 0.19 to negative 0.02. N E U R O P I: negative 0.10, and the error bar ranges from negative 0.19 to negative 0.02. S. P S S A: negative 0.10, and the error bar ranges from negative 0.19 to negative 0.01. N D M I: negative 0.10, and the error bar ranges from negative 0.18 to negative 0.01. D J I M E: negative 0.09, and the error bar ranges from negative 0.18 to negative 0.00. N E U R O Z I: negative 0.09, and the error bar ranges from negative 0.18 to negative 0.00. D J S U S: negative 0.08, and the error bar ranges from negative 0.17 to negative 0.00. D J A T: negative 0.08, and the error bar ranges from negative 0.17 to 0.02. S. P P A F S: negative 0.07, and the error bar ranges from negative 0.16 to 0.02. S. P N A: negative 0.07, and the error bar ranges from negative 0.16 to 0.02. S. P E A: negative 0.07, and the error bar ranges from negative 0.16 to 0.02. N G V O L N D X: negative 0.03, and the error bar ranges from negative 0.13 to 0.07. D J S E Z: negative 0.03, and the error bar ranges from negative 0.12 to 0.07. N E M I: negative 0.03, and the error bar ranges from negative 0.11 to 0.06. D J M E N A: negative 0.01, and the error bar ranges from negative 0.11 to 0.08. Second row, Right graph: This dot plot is labeled “Flow towards Other Equities” at the top. D J S A P: negative 0.18, and the error bar ranges from negative 0.28 to negative 0.09. D J S E: negative 0.10, and the error bar ranges from negative 0.19 to negative 0.01. D J S E M: negative 0.05, and the error bar ranges from negative 0.13 to 0.04. S. P A A: negative 0.17, and the error bar ranges from negative 0.26 to negative 0.08. D J S N A: negative 0.03, and the error bar ranges from negative 0.12 to 0.06. N A S I A I: negative 0.12, and the error bar ranges from negative 0.22 to negative 0.03. S. P F B M I S: negative 0.09, and the error bar ranges from negative 0.18 to 0.00. N B R I C I: negative 0.00, and the error bar ranges from negative 0.10 to 0.10. S. P L A B M I: negative 0.11, and the error bar ranges from negative 0.20 to negative 0.02. S. P B R I C T: negative 0.03, and the error bar ranges from negative 0.12 to 0.07. N A R E I T s: negative 0.03, and the error bar ranges from negative 0.12 to 0.07. N A M E R I C A I: negative 0.06, and the error bar ranges from negative 0.15 to 0.03. D J S W D: negative 0.12, and the error bar ranges from negative 0.22 to negative 0.03. S. P G B M I: negative 0.06, and the error bar ranges from negative 0.15 to 0.03. D J S W: negative 0.06, and the error bar ranges from negative 0.15 to 0.03. N E U R O P I: negative 0.09, and the error bar ranges from negative 0.19 to negative 0.00. S. P S S A: negative 0.09, and the error bar ranges from negative 0.18 to negative 0.01. N D M I: negative 0.10, and the error bar ranges from negative 0.19 to negative 0.01. D J I M E: negative 0.09, and the error bar ranges from negative 0.18 to negative 0.00. N E U R O Z I: negative 0.07, and the error bar ranges from negative 0.17 to 0.00. D J S U S: negative 0.01, and the error bar ranges from negative 0.10 to 0.09. D J A T: negative 0.05, and the error bar ranges from negative 0.14 to 0.05. S. P P A F S: negative 0.14, and the error bar ranges from negative 0.24 to negative 0.05. S. P N A: negative 0.10, and the error bar ranges from negative 0.18 to negative 0.01. S. P E A: 0.09, and the error bar ranges from negative 0.00 to 0.19. N G V O L N D X: negative 0.11, and the error bar ranges from negative 0.20 to negative 0.02. D J S E Z: negative 0.11, and the error bar ranges from negative 0.20 to negative 0.02. N E M I: negative 0.14, and the error bar ranges from negative 0.23 to negative 0.06. D J M E N A: negative 0.14, and the error bar ranges from negative 0.23 to negative 0.06. The graphs at the third row consists of two side by side dot plots and is titled “Renyi’s Effective Transfer Entropy between N G M C I and Other Equities-(L F Q)”. The horizontal axis for both the dot plots lists 29 categories from left to right as follows: “N A M E R I C A I”, “N E U R O Z I”, “S. P P A F S”, “S. P A A”, “N E U R O P I”, “D J S N A”, “S. P N A”, “D J S E”, “N A S I A I”, “N A R E I T s”, “S. P L A B M I”, “D J S W”, “S. P B R I C T”, “S. P F B M I S”, “N D M I”, “S. P S S A”, “D J M E N A”, “D J I M E”, “S. P G B M I”, “D J S U S”, “N B R I C I”, “D J S E M”, “D J S A P”, “N E M I”, “D J S W D”, “D J S E Z”, “D J A T”, “N G V O L N D X”, and “S. P E A”. The vertical axis is labeled “Effective Transfer Entropy” and ranges from negative 0.20 to 0.05 in increments of 0.05 units. Third row, Left graph: This dot plot is labeled “Flow towards N G M C I” at the top. N A M E R I C A I: negative 0.06, and the error bar ranges from negative 0.12 to 0.01. N E U R O Z I: negative 0.05, and the error bar ranges from negative 0.12 to 0.01. S. P P A F S: negative 0.05, and the error bar ranges from negative 0.11 to 0.01. S. P A A: negative 0.05, and the error bar ranges from negative 0.12 to 0.02. N E U R O P I: negative 0.05, and the error bar ranges from negative 0.12 to 0.01. D J S N A: negative 0.05, and the error bar ranges from negative 0.13 to 0.01. S. P N A: negative 0.05, and the error bar ranges from negative 0.12 to 0.01. D J S E: negative 0.05, and the error bar ranges from negative 0.13 to 0.02. N A S I A I: negative 0.05, and the error bar ranges from negative 0.13 to 0.01. N A R E I T s: negative 0.05, and the error bar ranges from negative 0.12 to 0.02. S. P L A B M I: negative 0.04, and the error bar ranges from negative 0.11 to 0.02. D J S W: negative 0.04, and the error bar ranges from negative 0.11 to 0.02. S. P B R I C T: negative 0.04, and the error bar ranges from negative 0.11 to 0.03. S. P F B M I S: negative 0.04, and the error bar ranges from negative 0.11 to 0.03. N D M I: negative 0.04, and the error bar ranges from negative 0.11 to 0.03. S. P S S A: negative 0.03, and the error bar ranges from negative 0.10 to 0.04. D J M E N A: negative 0.03, and the error bar ranges from negative 0.11 to 0.04. D J I M E: negative 0.03, and the error bar ranges from negative 0.10 to 0.03. S. P G B M I: negative 0.03, and the error bar ranges from negative 0.10 to 0.03. D J S U S: negative 0.03, and the error bar ranges from negative 0.10 to 0.04. N B R I C I: negative 0.03, and the error bar ranges from negative 0.10 to 0.03. D J S E M: negative 0.03, and the error bar ranges from negative 0.10 to 0.04. D J S A P: negative 0.03, and the error bar ranges from negative 0.10 to 0.04. N E M I: negative 0.03, and the error bar ranges from negative 0.10 to 0.04. D J S W D: negative 0.03, and the error bar ranges from negative 0.10 to 0.05. D J S E Z: negative 0.03, and the error bar ranges from negative 0.10 to 0.05. D J A T: negative 0.02, and the error bar ranges from negative 0.09 to 0.05. N G V O L N D X: negative 0.02, and the error bar ranges from negative 0.08 to 0.04. S. P E A: negative 0.02, and the error bar ranges from negative 0.10 to 0.06. Third row, Right graph: This dot plot is labeled “Flow towards Other Equities” at the top. N A M E R I C A I: negative 0.05, and the error bar ranges from negative 0.12 to 0.02. N E U R O Z I: negative 0.05, and the error bar ranges from negative 0.12 to 0.02. S. P P A F S: negative 0.04, and the error bar ranges from negative 0.11 to 0.03. S. P A A: negative 0.05, and the error bar ranges from negative 0.12 to 0.02. N E U R O P I: negative 0.04, and the error bar ranges from negative 0.12 to 0.03. D J S N A: negative 0.04, and the error bar ranges from negative 0.11 to 0.03. S. P N A: negative 0.05, and the error bar ranges from negative 0.12 to 0.02. D J S E: negative 0.05, and the error bar ranges from negative 0.12 to 0.02. N A S I A I: negative 0.05, and the error bar ranges from negative 0.13 to 0.02. N A R E I T s: negative 0.05, and the error bar ranges from negative 0.11 to 0.01. S. P L A B M I: negative 0.05, and the error bar ranges from negative 0.11 to 0.01. D J S W: negative 0.07, and the error bar ranges from negative 0.14 to negative 0.00. S. P B R I C T: negative 0.04, and the error bar ranges from negative 0.10 to 0.03. S. P F B M I S: negative 0.02, and the error bar ranges from negative 0.11 to 0.05. N D M I: negative 0.10, and the error bar ranges from negative 0.18 to negative 0.03. S. P S S A: negative 0.02, and the error bar ranges from negative 0.09 to 0.05. D J M E N A: negative 0.06, and the error bar ranges from negative 0.13 to 0.01. D J I M E: negative 0.03, and the error bar ranges from negative 0.10 to 0.04. S. P G B M I: negative 0.11, and the error bar ranges from negative 0.19 to negative 0.04. D J S U S: negative 0.04, and the error bar ranges from negative 0.08 to negative 0.00. N B R I C I: negative 0.06, and the error bar ranges from negative 0.14 to 0.00. D J S E M: negative 0.03, and the error bar ranges from negative 0.10 to 0.04. D J S A P: negative 0.11, and the error bar ranges from negative 0.19 to negative 0.04. N E M I: negative 0.04, and the error bar ranges from negative 0.11 to 0.04. D J S W D: negative 0.05, and the error bar ranges from negative 0.12 to 0.02. D J S E Z: negative 0.04, and the error bar ranges from negative 0.11 to 0.02. D J A T: negative 0.06, and the error bar ranges from negative 0.13 to 0.00. N G V O L N D X: negative 0.02, and the error bar ranges from negative 0.09 to 0.04. S. P E A: negative 0.05, and the error bar ranges from negative 0.12 to 0.02. The graphs in the fourth row consist of two side-by-side dot plots and are titled “Renyi’s Effective Transfer Entropy between N G M C I and Other Equities-(Residue)”. The horizontal axis for both dot plots lists 29 categories from left to right as follows: “N D M I”, “S. P B R I C T”, “D J S A P”, “D J S E M”, “S. P N A”, “S. P F B M I S”, “N B R I C I”, “N A S I A I”, “S. P E A”, “N E M I”, “S. P G B M I”, “D J S U S”, “N E U R O P I”, “S. P S S A”, “D J M E N A”, “S. P A A”, “D J I M E”, “D J S N A”, “D J S W”, “S. P P A F S”, “N E U R O Z I”, “N G V O L N D X”, “D J A T”, “D J S E Z”, “S. P L A B M I”, “N A R E I T s”, “D J S E”, “D J S W D”, and “N A M E R I C A I”. The vertical axis is labeled “Effective Transfer Entropy” and ranges from negative 0.10 to 0.05 in increments of 0.05 units. Fourth row, Left graph: This dot plot is labeled “Flow towards N G M C I” at the top. N D M I: negative 0.10, and the error bar ranges from negative 0.13 to negative 0.06. S. P B R I C T: negative 0.10, and the error bar ranges from negative 0.13 to negative 0.06. D J S A P: negative 0.10, and the error bar ranges from negative 0.13 to negative 0.06. D J S E M: negative 0.10, and the error bar ranges from negative 0.13 to negative 0.06. S. P N A: negative 0.10, and the error bar ranges from negative 0.13 to negative 0.06. S. P F B M I S: negative 0.10, and the error bar ranges from negative 0.13 to negative 0.06. N B R I C I: negative 0.10, and the error bar ranges from negative 0.13 to negative 0.06. N A S I A I: negative 0.10, and the error bar ranges from negative 0.13 to negative 0.06. S. P E A: negative 0.06, and the error bar ranges from negative 0.12 to 0.01. N E M I: negative 0.06, and the error bar ranges from negative 0.12 to 0.00. S. P G B M I: negative 0.06, and the error bar ranges from negative 0.11 to 0.00. D J S U S: negative 0.06, and the error bar ranges from negative 0.11 to 0.00. N E U R O P I: negative 0.06, and the error bar ranges from negative 0.11 to 0.00. S. P S S A: negative 0.06, and the error bar ranges from negative 0.11 to 0.00. D J M E N A: negative 0.06, and the error bar ranges from negative 0.12 to 0.00. S. P A A: negative 0.06, and the error bar ranges from negative 0.12 to 0.01. D J I M E: negative 0.06, and the error bar ranges from negative 0.11 to 0.00. D J S N A: negative 0.06, and the error bar ranges from negative 0.11 to 0.00. D J S W: negative 0.06, and the error bar ranges from negative 0.11 to negative 0.01. S. P P A F S: negative 0.06, and the error bar ranges from negative 0.14 to 0.02. N E U R O Z I: negative 0.06, and the error bar ranges from negative 0.14 to 0.02. N G V O L N D X: negative 0.06, and the error bar ranges from negative 0.10 to 0.01. D J A T: negative 0.05, and the error bar ranges from negative 0.11 to 0.01. D J S E Z: negative 0.04, and the error bar ranges from negative 0.12 to 0.04. S. P L A B M I: negative 0.03, and the error bar ranges from negative 0.07 to 0.01. N A R E I T s: negative 0.02, and the error bar ranges from negative 0.09 to 0.05. D J S E: negative 0.02, and the error bar ranges from negative 0.09 to 0.05. D J S W D: negative 0.02, and the error bar ranges from negative 0.09 to 0.05. N A M E R I C A I: negative 0.02, and the error bar ranges from negative 0.09 to 0.05. Fourth row, Right graph: This dot plot is labeled “Flow towards Other Equities” at the top. N D M I: negative 0.10, and the error bar ranges from negative 0.15 to negative 0.06. S. P B R I C T: negative 0.10, and the error bar ranges from negative 0.15 to negative 0.06. D J S A P: negative 0.10, and the error bar ranges from negative 0.15 to negative 0.06. D J S E M: negative 0.10, and the error bar ranges from negative 0.15 to negative 0.06. S. P N A: negative 0.10, and the error bar ranges from negative 0.15 to negative 0.06. S. P F B M I S: negative 0.10, and the error bar ranges from negative 0.15 to negative 0.06. N B R I C I: negative 0.10, and the error bar ranges from negative 0.15 to negative 0.06. N A S I A I: negative 0.10, and the error bar ranges from negative 0.15 to negative 0.06. S. P E A: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. N E M I: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. S. P G B M I: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. D J S U S: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. N E U R O P I: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. S. P S S A: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. D J M E N A: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. S. P A A: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. D J I M E: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. D J S N A: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. D J S W: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. S. P P A F S: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. N E U R O Z I: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. N G V O L N D X: negative 0.08, and the error bar ranges from negative 0.13 to negative 0.04. D J A T: negative 0.06, and the error bar ranges from negative 0.10 to negative 0.03. D J S E Z: negative 0.06, and the error bar ranges from negative 0.09 to negative 0.03. S. P L A B M I: negative 0.02, and the error bar ranges from negative 0.04 to 0.01. N A R E I T s: negative 0.05, and the error bar ranges from negative 0.09 to negative 0.01. D J S E: negative 0.03, and the error bar ranges from negative 0.07 to 0.01. D J S W D: negative 0.03, and the error bar ranges from negative 0.07 to 0.01. N A M E R I C A I: negative 0.03, and the error bar ranges from negative 0.07 to 0.01. Note: All the numerical data values are approximated.Multi-frequency information flows between NGMCI and other equities