(1)

(2)

(3)

(4)

JQI

RS

GAR

JQI

RS

GAR

JQI

RS

GAR

JQI

RS

GAR

β

0.0015

(1.03)

0.0005

(0.65)

−0.0015

(−1.22)

0.0013

(0.91)

0.0004

(0.57)

−0.0014

(−1.23)

0.0059^***

(3.61)

0.0027^***

(3.15)

−0.0004^**

(−2.25)

0.0056^***

(3.02)

0.0026^***

(2.73)

−0.0002^**

(2.08)

PE

1.64e−06

(0.99)

1.10e−06

(0.60)

1.64e−06

(0.99)

1.13e−06

(0.72)

6.02e−07

(0.35)

1.13e−06

(0.72)

1.08e−06

(0.68)

0.0000

(0.33)

0.0000

(0.68)

PS

0.0003^***

(3.50)

0.0003^***

(3.21)

0.0003^***

(3.50)

0.0000

(0.48)

0.0000

(0.30)

0.0000

(0.48)

0.0000

(−0.02)

0.0000

(0.00)

0.0000

(−0.02)

PC

−2.24e−07 (−0.31)

−4.34e−07

(−0.55)

−2.24e−07

(−0.31)

0.0000

(−1.47)

0.0000^*

(−1.66)

−1.02e−06

(−1.47)

0.0000

(−1.18)

0.0000

(−1.36)

0.0000

(−1.1)

EV

0.0000

(−0.81)

0.0000

(−0.82)

0.0000

(−0.81)

0.0000

(−1.38)

0.0000

(−1.38)

−.0000 (−1.38)

0.0000

(−1.63)

0.0000

(−1.64)

0.0000

(−1.63)

Size

1.60e−14 (1.13)

1.91e−14 (1.21)

1.60e−14 (1.13)

1.50e−14 (1.08)

1.82e−14

(1.18)

0.0000

(1.08)

BM

−0.0303^***

(−5.15)

−.0296^***

(−4.65)

−0.0303^***

(−5.15)

−0.0283^***

(−4.49)

−0.0283^***

(−4.16)

−0.0283^***

(−1.49)

Q

0.0003

(0.47)

0.0001

(0.14)

0.0003

(0.47)

截距项

0.0085

(1.33)

0.0076

(1.20)

0.0279^***

(3.74)

0.0261^***

(3.11)