Variables

Obs

Mean

Std. Dev.

Min

Max

Q1

Q3

Med.

$\ln \left(R_{i,t}/R_{i,t-1}\right)$

13,482

0.093

0.311

−0.829

1.487

−0.049

0.209

0.076

$\text{D}\ln \left(R_{i,t}/R_{i,t-1}\right)$

13,482

−0.062

0.142

−0.829

0

−0.049

0

0

Dummy

13,482

0.334

0.472

0

1

0

1

0

$\ln \left(E_{i,t}/E_{i,t-1}\right)$

13,480

0.095

0.321

−0.882

1.537

−0.053

0.213

0.076

$\ln \left(P_{i,t}/P_{i,t-1}\right)$

10,581

0.092

0.786

−2.488

2.941

−0.213

0.376

0.102

$\ln R$

14,834

21.498

1.538

17.773

25.565

20.447

22.438

21.370

$\ln E$

14,833

21.174

1.633

17.251

25.397

20.075

22.188

21.060

$\ln P$

12,628

18.932

1.675

14.516

23.132

17.847

20.030

18.894