Table 3.

Product-moment correlation coefficient.

	Skew	Kurt	JINS	FAS	ABS	WE	IWN	WOLF
JINS	0.493	−0.527	1
FAS	0.585	−0.881	0.437**	1
IWM	0.139	−0.757	−0.248**	−0.199**	1
WE	−0.135	−0.945	−0.307**	−0.222**	0.754**	1
ABS	−0.027	−0.904	−0.253**	−0.191**	0.626**	0.779**	1
WOLF	−0.030	−0.814	−0.300**	−0.227**	0.880**	0.941**	0.884**	1

^**p < 0.01.