Regressions of ISP Peak, ISP Sum, and ISP Duration with Absolute Stock Return as predictor.
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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 all three 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 Peak, ISP Sum, and ISP Duration with Absolute Stock Return as predictor.
创建时间：
2015-12-03
