C

${\alpha }_1$

$\alpha$

$\beta$

${\alpha }_2$

${\beta }_1$

${\beta }_2$

${\beta }_3$

${\beta }_4$

上证

0.001

−4.97×10⁻⁵

0.038

0.909

4.08×10⁻⁵

1.35×10⁻⁸

−4.82×10⁻⁷

−1.04×10⁻⁸

6.73×10⁻⁷

(0.03)^**

(0.00)^***

(0.00)^***

(0.00)^***

(0.00)^***

(0.00)^***

(0.09)^*

(0.00)^***

(0.02)^**