daytime

dummy

overnight

dummy

lnsize

followerpctg

insitihold

lnnumber

lnspread

0.032*

0.000

−0.007

0.433

0.030

0.440

0.017

0.749

0.904*

0.003

0.008

0.100

lnvolume

−0.026*

0.000

0.005

0.554

−0.034

0.531

0.671

0.822

0.021*

0.000