变量	样本数	均值	标准差	最小值	中位数	最大值
$N C S K E W_{i, t}$	36,131	−0.032	0.4583	−1.873	−0.003	1.593
$D U V O L_{i, t}$	36,131	0.0166	0.2404	−0.719	0.0205	0.716
$I n s t_{j, t - 1}$	42,669	36.892	23.755	0	36.696	98.625
$F u n d_{j, t - 1}$	42,669	6.5272	10.199	0	2.1372	89.939
$I n s u r_{j, t - 1}$	42,669	0.5374	2.6254	0	0	92.79
$S S F u n d_{j, t - 1}$	42,669	0.4373	1.3222	0	0	38.64
$Q F I I_{j, t - 1}$	42,669	0.1511	0.8528	0	0	22.996
$D o m e s t i c_{j, t - 1}$	42,669	36.74	23.7	0	36.51	98.625
$O p a q u e_{j, t - 1}$	18,591	0.07	0.05	0	0.06	0.49
$C o v e r_{j, t - 1}$	31,352	6.2912	5.7368	1	4	40
$L N S I Z E_{j, t - 1}$	42,669	13.288	1.0674	10.224	13.173	19.395
$V o l a t i l i t y_{j, t - 1}$	36,131	0.0283	0.01	0.0085	0.0274	0.0667
$D T u r n o v e r_{j, t - 1}$	40,039	2.7357	4.0647	0.0026	1.4925	93.6
$R e t 1_{j, t - 1}$	42,416	−0.008	0.1579	−0.662	−0.010	5.7319
$R e t 2_{j, t - 1}$	42,154	0.0342	0.2107	−0.645	0	5.7346
$R e t 3_{j, t - 1}$	41,892	0.0303	0.1606	−0.521	0.0068	5.7260
$I n d u s_{j, t - 1}$	42,669	-	-	-	-	-