Variables

N

Mean

Median

Std.

Maximum

Minimum

Range

RV

476,684

0.081

0.047

0.153

0.144

0.010

0.134

PIN

476,684

0.194

0.188

0.061

0.767

0.009

0.758

PIN^H

276,869

0.313

0.224

0.034

0.767

0.112

0.656

PIN^L

199,815

0.075

0.046

0.032

0.094

0.003

0.091

Index

476,684

4.167

4.113

0.921

6.516

0.176

6.340

Spread

476,684

3.434

2.941

0.233

4.817

0.068

4.749

Return

476,684

0.07%

−0.02%

2.39%

18.53%

−14.77%

33.30%

Recession

N/A

0.625

1.000

0.162

1.000

0.000

1.000

Correlation

RV

PIN

PIN^H

PIN^L

Index

Spread

Return

PIN

−0.558

PIN^H

−0.619

0.768

PIN^L

0.446

−0.475

−0.434

Index

0.421

−0.163

−0.172

0.123

Spread

0.428

−0.181

−0.196

0.135

0.076

Return

−0.202

0.142

0.154

−0.087

−0.049

0.192

Recession

0.413

−0.156

−0.167

0.109

0.057

0.185

−0.144