Table 2 Descriptive statistics of continuous variables for the full sample of 20,500 observations
Variables | Mean | Std.Dev. | Minimum | Maximum | Median |
|---|---|---|---|---|---|
Risk premium (%) | 4.603 | 3.490 | -4.147 | 28.527 | 4.286 |
log(Market cap (in MM)) | 7.536 | 1.574 | 2.482 | 13.483 | 7.396 |
Leverage | 0.218 | 0.211 | 0.000 | 0.986 | 0.165 |
log(Book-to-market) | -0.876 | 0.744 | -8.580 | 2.833 | -0.812 |
log(Dispersion) | -2.881 | 1.060 | -4.605 | 7.840 | -2.996 |
Long-term growth | 0.182 | 0.780 | -1.999 | 60.000 | 0.130 |
Beta | 1.239 | 0.749 | -2.092 | 12.514 | 1.131 |
Return (%) | 1.523 | 1.825 | -14.801 | 24.859 | 1.314 |
SRI ratio (%) | 0.147 | 0.706 | 0.000 | 53.317 | 0.017 |