RV

LIQ

VOL

OI

L.RV

−0.0718

0.457^***

1562.9^*

1105.2^*

(−1.24)

(5.01)

(2.39)

(2.57)

L2.RV

0.407^***

−0.265^**

−543.9

−12.53

(6.90)

(−2.85)

(−0.81)

(−0.03)

L.LIQ

−0.303^***

0.857^***

740.8

209.0

(−8.77)

(15.75)

(1.90)

(0.81)

L2.LIQ

0.176^***

−0.0426

115.0

473.4

(4.99)

(−0.77)

(0.29)

(1.81)

L.VOL

0.0000187^***

−0.00000908

0.364^***

−0.0398

(4.25)

(−1.31)

(7.32)

(−1.22)

L2.VOL

0.00000226

0.00000462

0.431^***

0.0165

(0.52)

(0.67)

(8.72)

(0.51)

L.OI

−0.0000341^***

0.0000158

0.388^***

0.969^***

(−5.22)

(1.54)

(5.25)

(19.95)

L2.OI

0.0000125

0.000000285

−0.212^**

−0.0210

(1.86)

(0.03)

(−2.80)

(−0.42)

Jn

0.497^***

−0.269

622.5

−294.2

(3.38)

(−1.16)

(0.37)

(−0.27)

consant

0.00089

−1.923^***

6639.6^**

6946.0^***

0.00

(−6.49)

(3.12)

(4.97)