RMSCI(−5)

−0.036635

[−2.50846]

0.018101

[ 1.37780]

−0.001366

[−0.06010]

−0.034444

[−1.41267]

0.077434^*

[1.87113]

RMSCI(−6)

0.002899

[0.19856]

0.018831

[1.43382]

0.061941^**

[2.72515]

0.005448

[0.22352]

−0.031828

[−0.76935]

RSH(−1)

−0.01444

[−1.73823]

−0.000982

[−0.13144]

0.002467

[0.19076]

−0.015757

[−1.13611]

0.001013

[0.04304]

RSH(−2)

0.007783

[0.93767]

−0.01624^**

[−2.17494]

−0.029231^**

[−2.26207]

−0.004229

[−0.30514]

−0.034706

[−1.47556]

RSH(−3)

−0.015174

[−1.83563]

0.009263

[1.24576]

0.0000912

[0.00709]

0.002627

[0.19039]

0.009466

[0.40411]

RSH(−4)

0.010164

[1.22984]

−0.00122

[−0.16413]

−0.008996

[−0.69920]

−0.023695

[−1.71736]

0.075848

[3.23892]

RSH(−5)

0.006763

[0.81598]

−0.017017^**

[−2.28239]

−0.011555

[−0.89552]

0.012084

[0.87328]

−0.011452

[−0.48760]

RSH(−6)

−0.017303^**

[−2.09011]

−0.017091

[−2.29499]

−0.028843

[−2.23794]

0.012701

[0.91891]

−0.055829

[−2.37989]