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Table 3 Correlation matrix for explanatory variables

From: Is idiosyncratic risk ignored in asset pricing: Sri Lankan evidence?

 

Rm

SMB

LMH

LvMHv

Rm

1

   

SMB

− 0.056

1

  

LMH

− 0.147

− 0.092

1

 

LvMHv

0.013

− 0.196

0.269

1