Research Article
The Impact of COVID-19 on the Dependence of Chinese Stock Market
Table 2
The statistics of 10 industry sector indexes.
| No. | Mean | Std. Dev. | Max | Min | Skewness | Kurtosis | Jarque–Bera | ADF |
| 1 | −0.0006 | 0.0133 | 0.0607 | −0.0805 | −0.4215 | 9.1562 | 421.4900 | −15.2299 | 2 | 0.0009 | 0.0151 | 0.0565 | −0.0951 | −0.8847 | 10.1636 | 594.3918 | −15.2248 | 3 | 0.0008 | 0.0144 | 0.0483 | −0.0954 | −1.1288 | 11.3717 | 820.7464 | −15.5941 | 4 | 0.0012 | 0.0158 | 0.0445 | −0.0934 | −1.2833 | 9.0477 | 471.1848 | −15.2167 | 5 | 0.0019 | 0.0160 | 0.0424 | −0.0818 | −1.1093 | 8.0413 | 331.1814 | −16.5019 | 6 | 0.0022 | 0.0158 | 0.0399 | −0.0705 | −0.6255 | 5.0340 | 62.2502 | −16.2852 | 7 | 0.0002 | 0.0151 | 0.0854 | −0.0829 | 0.0557 | 9.7765 | 501.4439 | −15.0286 | 8 | 0.0018 | 0.0222 | 0.0488 | −0.0985 | −0.8279 | 5.0344 | 75.1130 | −16.2218 | 9 | 0.0010 | 0.0215 | 0.0678 | −0.1020 | −0.4251 | 5.5435 | 78.5178 | −15.0867 | 10 | −0.0002 | 0.0101 | 0.0405 | −0.0806 | −1.5834 | 18.5162 | 2737.6930 | −16.4726 |
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Note: denotes statistical significance at the 1% level. |