Table 2.
The basic statistical characteristics of China Guodian warrants (data sources: China Tai'an database).
| Statistics | Rates of return for China Guodian warrants |
|---|---|
| Mean value | −0.00025 |
| Maximum | 0.288731 |
| Minimum | −0.15535 |
| Variance | 0.00168 |
| Median | 0.002021 |
| Skewness | 0.905533 |
| Kurtosis | 10.6741 |
| J-B statistics | 875.5861 |
| Probability | 0.001 |