Coefficient | Std. Error | |
---|---|---|
Market Cap | \(-0.0104\) | (0.015) |
Leverage | \(0.849^{***}\) | (0.100) |
Book-to-Market | \(1.437^{***}\) | (0.030) |
Dispersion | \(0.500^{***}\) | (0.018) |
Long-term Growth | \(-0.054^{**}\) | (0.024) |
Beta | \(0.442^{***}\) | (0.026) |
Return | \(0.043^{***}\) | (0.014) |
SRI | 0.138 | (0.390) |
Environmental Concern | \(-0.269^{***}\) | (0.076) |
Intermediate | \(-0.179^{**}\) | (0.081) |
Diversity | \(-0.041\) | (0.074) |
SRI\(\times\)Environmental Concern | \(0.250^{***}\) | (0.078) |
SRI\(\times\)Intermediate | 0.050 | (0.082) |
SRI\(\times\)Diversity | \(0.127^{*}\) | (0.076) |
\(\hat{u}\) | 0.003 | (0.394) |
Year FE | Yes | |
Observations | 12,134 | |
R\(^{2}\) | 0.541 | |
Adjusted R\(^{2}\) | 0.540 | |
F Statistic | \(549.520^{***}\) |