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

Coef.

St.Err.

t-value

p-value

[95% Conf

Interval]

Sig

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

1.158

0.033

34.68

0

1.092

1.223

^***

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

0.291

0.098

2.97

0.003

0.099

0.484

^***