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Table 1 Summary statistics for “KSE-100 Index” returns

From: The turn-of-the-month effect in Pakistani stock market

Period

N

Mean

Median

SD

Kurt

Skew

Min

Max

2013–2018

1505

0.058

0.0523

0.9417

2.710

− 0.308

− 4.65

4.51

2013

251

0.1743

0.176

0.927

1.254

− 0.36

5.87

− 3.15

2014

252

0.098

0.090

0.819

4.229

− 0.569

− 4.455

2.856

2015

252

0.012

− 0.0.13

0.905

4.594

− 0.265

− 4.111

4.517

2016

252

0.152

0.106

0.715

2.812

0.367

− 2.21

3.52

2017

251

− 0.059

− 0.014

1.145

1.876

− 0.472

− 4.653

3.224

2018

247

− 0.029

− 0.118

1.059

1.415

0.141

− 3.385

4.126

  1. Notes: This table reports the general statistics of daily “KSE-100 Index” returns. N represents number of observation, SD indicates standard deviation of the daily “KSE-100 Index” returns