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

Table 5

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

Number	Mean	Maximum	Minimum	Standard deviation
1	0.839398	1.594092	0.186064	0.315097
2	1.157833	1.255224	1.073522	0.040694
3	1.159452	1.225937	1.101896	0.027780
4	0.906573	1.180060	0.669817	0.114274
5	0.967024	1.108891	0.803147	0.068474
6	1.058929	1.080458	1.034060	0.010391
7	0.814311	1.191658	0.487644	0.157671
8	1.106203	1.126550	1.126550	0.009821
9	1.262318	1.326288	1.206941	0.026729
10	1.082743	1.171509	1.005898	0.037090
Total	1.035478	1.594092	0.186064	0.185705