变量名

NCSKEW

Pledge

First

Size

Lev

Roa

BTM

Rdtvr

Sigma

Ret

NCSKEW

1

Pledge

0.016^**

1

First

−0.045^***

−0.203^***

1

Size

−0.105^***

−0.080^***

0.209^***

1

Lev

−0.035^***

0.083^***

−0.035^**

0.249^***

1

Roa

−0.033^***

−0.064^***

0.073^***

0.039^***

−0.412^***

1

BTM

−0.078^***

−0.023^***

−0.033^***

−0.233^***

0.314^***

0.273^***

1

Rdtvr

−0.091^***

0.081^***

−0.041^***

0.105^***

0.026^***

−0.076^***

−0.103^***

1

Sigma

−0.037^***

0.108^***

−0.128^***

−0.195^***

−0.016^**

−0.066^***

−0.184^***

−0.182^***

1

Ret

0.056^***

−0.095^***

0.031^***

0.161^***

0.018^***

0.066^***

0.178^***

0.245^***

−0.323^***

1