Table 5 Pooled OLS regression results
| Â | (Model 1) | (Model 2) | (Model 3) | (Model 4) | (Model 5) |
|---|---|---|---|---|---|
Stockmr | stockmr | stockmr | stockmr | stockmr | |
Ncovidtcr | -0.578*** | Â | Â | Â | Â |
(0.002) | Â | Â | Â | Â | |
Ncovidtdr | Â | 0.000 | Â | Â | Â |
| Â | (0.001) | Â | Â | Â | |
wcovidtcr | Â | Â | -3.428*** | Â | Â |
| Â | Â | (0.012) | Â | Â | |
wcovidtdr | Â | Â | Â | -1.668*** | Â |
| Â | Â | Â | (0.008) | Â | |
stigindr | Â | Â | Â | Â | -0.024*** |
| Â | Â | Â | Â | (0.003) | |
exrr | 0.121*** | 0.000 | 1.331*** | -3.939*** | 0.000 |
(0.030) | (0.017) | (0.031) | (0.041) | (0.030) | |
constant | 7.968*** | 2.042*** | 42.617*** | 5.306*** | 1.895*** |
(0.303) | (0.169) | (0.361) | (0.320) | (0.297) | |
Obs | 21,708 | 18,291 | 21,708 | 21,708 | 21,708 |
R-squared | 0.858 | 0.335 | 0.858 | 0.858 | 0.858 |
firm dummies | YES | YES | YES | YES | YES |
daily dummies | YES | YES | YES | YES | YES |