Realized Jump Risk and Equity Return in China

Table 15

	𝐶	Size_RJV	Arr_RJV	Std_RJV						Adj.𝑅^2
600066	0.039	−0.162	0.069	−4.371						0.051
	𝐶	Size_RJV	Arr_RJV	Std_RJV	𝑃size	𝑃Arr	𝑃Std			Adj.𝑅^2
600066	0.056*	0.145	−0.058	−5.543*	0.165	0.017	−17.954*			0.069
	𝐶	Size_RJV	Arr_RJV	Std_RJV	𝑃size	𝑃Arr	𝑃Std	Std∗Arr	Size∗Arr	Adj.𝑅^2
600066	0.028	0.601	−0.024	5.626	0.147	0.051	−19.204**	−68.284	−0.303	0.062
	𝐶	Mean_RJV	Arr_RJV	Std_RJV						Adj.𝑅^2
600276	0.003	−1.517	0.138*	4.749*						0.045
	𝐶	Mean_RJV	Arr_RJV	Std_RJV	𝑃mean	𝑃Arr	𝑃Std			Adj.𝑅^2
600276	0.009	−1.856	0.122	4.901*	4.206*	−0.117*	−9.39			0.064
	𝐶	Mean_RJV	Arr_RJV	Std_RJV	𝑃mean	𝑃Arr	𝑃Std	Std∗Arr	Mean∗Arr	Adj.𝑅^2
600276	0.025	−1.484	0.03	−3.703	4.598**	−0.121*	−10.859	42.980**	−2.751	0.148
	𝐶	Size_RJV	Arr_RJV	Std_RJV						Adj.𝑅^2
600377	0.115***	0.977*	−0.760**	−9.494						0.047
	𝐶	Size_RJV	Arr_RJV	Std_RJV	𝑃size	𝑃Arr	𝑃Std			Adj.𝑅^2
600377	−0.04	6.024**	−0.02	−12.957**	5.045	−0.042	−33.608**			0.113
	𝐶	Size_RJV	Arr_RJV	Std_RJV	𝑃size	𝑃Arr	𝑃Std	Std∗Arr	Size∗Arr	Adj.𝑅^2
600377	0.055	−0.711	−0.268	22.229*	0.247*	−0.043	−16.372**	−141.272*	5.712*	0.115
	𝐶	Mean_RJV	Arr_RJV	Std_RJV						Adj.𝑅^2
600079	−0.015	5.303**	−0.181	−11.173*						0.073
	𝐶	Mean_RJV	Arr_RJV	Std_RJV	𝑃mean	𝑃Arr	𝑃Std			Adj.𝑅^2
600079	−0.04	6.024**	−0.02	−12.957**	5.045	−0.042	−33.608**			0.112
	𝐶	Mean_RJV	Arr_RJV	Std_RJV	𝑃mean	𝑃Arr	𝑃Std	Std∗Arr	Mean∗Arr	Adj.𝑅^2
600079	−0.116*	9.884**	0.504*	−2.751	4.86	−0.063	−27.503*	−34.662	−27.183	0.146
	𝐶	Size_RJV	Arr_RJV	Std_RJV						Adj.𝑅^2
601006	−0.004	0.177	0.110	−9.650*						0.052
	𝐶	Size_RJV	Arr_RJV	Std_RJV*	𝑃size	𝑃Arr	𝑃Std			Adj.𝑅^2
601006	0.015	0.358	0.067	−7.748	0.188	−0.071	−12.002			0.053
	𝐶	Size_RJV	Arr_RJV	Std_RJV	𝑃mean	𝑃Arr	𝑃Std	Std∗Arr	Size∗Arr	Adj.𝑅^2
601006	0.031	0.002	0.020	−14.181	0.192	−0.082	−9.975	40.557	0.393	0.044
	𝐶	Size_RJV	Arr_RJV	Std_RJV						Adj.𝑅^2
600748	0.049	−0.004	−0.178	0.717						—
	𝐶	Size_RJV	Arr_RJV	Std_RJV	𝑃size	𝑃Arr	𝑃Std			Adj.𝑅^2
600748	0.111**	0.536	−0.187	−2.107	0.642**	−0.253	−47.805***			0.101
	𝐶	Size_RJV	Arr_RJV	Std_RJV	𝑃size	𝑃Arr	𝑃Std	Std∗Arr	Size∗Arr	Adj.𝑅^2
600748	0.119*	−0.019	−0.226	9.983	0.608**	−0.225	−47.241***	−66.184	2.291	0.087