Yield

Anl

Media

Ins

Size

Turnover

Vol

Depth

Beta

Yield

1

Anl

0.2366***

1

Media

0.01700

0.1757***

1

Ins

0.1285***

0.0681*

−0.0177

1

Size

0.3173***

0.2071***

0.0764**

−0.0123

1

Turnover

−0.1509***

−0.1839***

−0.0761*

−0.1867***

−0.2657***

1

Vol

−0.3539***

−0.935***

0.0257*

−0.0245*

−0.0245*

0.0032

1

Depth

0.1012***

0.2111***

0.0612*

−0.0600*

0.5171***

0.2346***

0.1027***

1

Beta

−0.4657***

−0.1838***

0.0056

−0.0198*

−0.3581***

0.5155***

0.1660***

−0.1228***

1