Regressions of ISP Post-Peak Sum and ISP Post-Peak Duration with Absolute Stock Return as predictor.

Note: Estimated regression coefficients and p-values in parentheses, followed by the results of the model’s F test and explained variance (r2). The sample size was 947 for both variables. The dummy variable IsNeg equaled 1 if the daily stock return at the beginning of the period was negative and 0 if not.Regressions of ISP Post-Peak Sum and ISP Post-Peak Duration with Absolute Stock Return as predictor.