|
| daytime dummy | overnight dummy_lag | mtb | follower pctg | instihold | daytime number | overnight number |
| lnspread | 0.025 0.000 | −0.004 0.500 | 0.026 0.011 | 0.036 0.489 | 0.800 0.004 | 0.009 0.000 | −0.001 0.268 |
| lnvolume | −0.018 0.009 | 0.022 0.000 | −0.017 −0.048 | −0.036 0.495 | −1.127 0.008 | 0.007 0.000 | −0.001 0130 |