Tables index

From

Securities Analyst Attention and Idiosyncratic Volatility Effect: Empirical Research on China Stock Market

Yingcai Huang

Journal of Finance and Accounting. 2021, 9(1), 32-40 doi:10.12691/jfa-9-1-3
  • Table 1. Definition and Measurement of Control Variables
  • Table 2. Descriptive Statistics of Main Variables
  • Table 3. Correlation Analysis of Main Variables
  • Table 4. Portfolio Analysis Verifies the IV-Effect
  • Table 5. Fama-Macbeth Regression Results
  • Table 6. The Influence of the Attention of Analysts on the Effect of Idiosyncratic Volatility
  • Table 7. Portfolio Analysis
  • Table 8. The Number of Analysts Tracked
  • Table 9. The Number of Analysts Reported Tracked