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. 2020 Dec 16;6(12):e05693. doi: 10.1016/j.heliyon.2020.e05693

Table 7.

Change in stock price effect.

Country China USA
Standard error 0.00 0.01
Median 0.00 0.01
Moda NA NA
Standard deviation 0.01 0.02
The sample variance 0.01 0.00
Excess 50.95 22.05
Asymmetry 6.48 3.75
Interval 0.10 0.26
Minimum 0.01 0.01
Maximum 0.10 0.26
Amount 2.92 11.68
Quantity 686 548
Largest 0.10 0.27
Smallest 0.00 0.00
Reliability level (95.0%) 0.00 0.00

Source: Author calculation, Thomson Reuters.