Obs

Mean

Std. Dev.

Min

Max

P5

P95

ivolliq

199064

0.9783

2.2331

0.1995

306.4002

0.4786

1.9173

illiq

199064

0.2985

2.2769

0.0002

335.8994

0.0072

0.6045

${\beta }_c^C$

209393

3.1489

14.7444

−321.4691

1861.0260

0.1217

4.4688

${\beta }_c^R$

209393

−1.7027

12.1509

−167.9057

674.6180

−4.0596

0.3649

${\beta }_r^C$

209393

−0.2326

0.1020

−5.5732

0.2352

−0.3860

−0.1290

${\beta }_r^R$

209393

0.0706

0.0630

−1.3282

1.1601

−0.0177

0.1542