Left: the effect of the bad news indexes at the first lag on market correlations; Right: the effect of market correlations at the first lag on the bad new indexes.
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Columns: the parameter (first), estimates (second), value of the t-statistics (third), p-value of the t-statistics (fourth) and “*” indicates the significance of the parameter at the 5% significance level (last).
创建时间：
2015-12-02
