Tables index

From

Size, Book to Market Factors and Trading Volume Adjustment on Equity Risk Premium an Empirical Evidence from NSE, Kenya

George Shibanda, Olweny Tobias, Nasieku Tabitha

Journal of Finance and Economics. 2024, 12(4), 89-101 doi:10.12691/jfe-12-4-2
  • Table 3.1. Construction of Factors
  • Table 3.2. Construction of Size-B/M Portfolios
  • Table 3.3. Construction of Size-Profitability Portfolios
  • Table 3.4. Descriptive Statistics of NSE Portfolios
  • Table 3.5. Unit Root Test for Predictor Variables and Interacting Terms
  • Table 3.6. Pairwise Correlation of Predictor Variables (Pearson Corr. Coef)
  • Table 3.7. Variance Inflation Factors-Main Effects Model
  • Table 3.8. Heteroscedasticity Test (Breusch-Pagan Test)
  • Table 3.9. Autocorrelation
  • Table 4.0. Collinearity Statistics
  • Table 4.1. Model Estimation Before Moderation with Liquidity
  • Table 4.2. Long and Short Run Effect of Predictor Variables on The Dependent Variable
  • Table 4.3. Short-run and Long-run Joint Effect of FF5F on Equity Premium
  • Table 4.4. Test of Significance for the Variables
  • Table 4.5. Interaction Effects of FF5F and Equity Premium