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Table 3 Comparison of 10 trading day log returns with and without news events

From: Prediction of ESG compliance using a heterogeneous information network

GroupNo. of samples0.010.050.50.950.99Skewness
With news8685− 0.233− 0.1020.0050.0980.191− 6.521
Without news1,667,616− 0.218− 0.1090.0050.1100.2070.165
  1. Numbers in the first row indicate quantiles