daytime

dummy

overnight

dummy_lag

lnsize

follower

pctg

instihold

lnnumber

lnspread

0.023*

0.006

−0.022**

0.044

0.029

0.441

0.018

0.735

0.903*

0.003

0.013**

0.023

lnvolume

−0.037*

0.000

−0.289**

0.010

—

−0.033

0.541

0.628

0.833

0.027*

0.000