VARIABLES | (1) | (2) | (3) | (4) | (5) | (6) |
firstlgd | second | firstlgd | second | firstlgd | second | |
lgd | ncskew_mdos | lgd | duvol_mdos | lgd | crash_mdos | |
lgd |
| 0.0010*** |
| 0.0003*** |
| 0.0003*** |
|
| (4.75) |
| (4.2600) |
| (2.9100) |
Med_Expend | 0.2143*** |
| 0.2143*** |
| 0.2144*** |
|
| (55.84) |
| (45.660) |
| (55.86) |
|
企业控制变量 | YES | YES | YES | YES | YES | YES |
年份固定效应 | YES | YES | YES | YES | YES | YES |
Constant | 39.743*** | −0.552*** | 39.743*** | −0.096 | 39.743*** | 0.289*** |
| (3.56) | (−3.26) | (3.56) | (−0.89) | (3.560) | (4.500) |
Observations | 24,004 | 24,004 | 24,004 | 24,004 | 24,004 | 24,004 |
R-squared |
| 0.038 |
| 0.045 |
| 0.015 |