Estimating Time-Varying Beta of Price Limits and Its Applications in China Stock Market

Table 4

The descriptive statistics of time-varying beta of large corporations.

Number	Mean	Maximum	Minimum	Standard deviation
1	0.975618	0.994234	0.959502	0.007778
2	0.857880	1.010975	0.725347	0.063969
3	0.851923	0.920679	0.772501	0.033186
4	1.283414	1.476304	1.060600	0.093101
5	1.187985	1.345408	1.006140	0.075982
6	1.205096	1.294385	1.101955	0.043097
7	1.126281	1.251037	0.982171	0.060215
8	1.226783	1.396050	1.080249	0.070727
9	1.156384	1.216118	1.087384	0.028831
10	0.896395	0.988755	0.816439	0.038592
Total	1.076776	1.476304	0.725347	0.166302