| N | Mean | Median | STD | |
| A. Commonality in Liquidity | ||||
| β1 | 5,508 | 0.615 | 0.624 | 0.371 |
| β2 | 5,508 | 0.316 | 0.323 | 0.306 |
| RSQ | 5,508 | 0.057 | 0.040 | 0.058 |
| B. Corporate Disclosure Practices | ||||
| CDP | 5,224 | 3.179 | 3.000 | 0.833 |
| C. Institutionalization and Indexation | ||||
| I (%) | 5,460 | 14.458 | 8.645 | 15.937 |
| TW50 | 5,508 | 0.066 | 0.000 | 0.249 |
| D. Control Variables | ||||
| MV (in NT$ billions) | 5,294 | 27.143 | 5.313 | 104.156 |
| TURN (%) | 5,294 | 193.793 | 136.413 | 182.884 |
| ILLIQ | 5,357 | 3.045 | 0.091 | 26.483 |