涨跌幅限制与股价变动研究

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Transcription:

3 3 4 4 5 4 6 4 5

0 price limits

[-5] [6-] [-4] [3 5] [6] [4] [7-0] 998 Chen Kim K Rhee 997 [] Kim 000 [] 00

[3] Kim Kim 00 Kim 00 Kim 00 Huang 990 996 [4 5] 999 [6] 000 [7] 000 [8] 00 [9] 00 [30] [3] 998 Harris 3 990 9 8 99 3 7 6 3

30 5 66 64 65 79 05 996 3 6 0 990 0 5 0.5 6 0.5 99 6 8 99 8 7 996 3 996 6 0 998 4 5 4. 4. Q( t) S( t) N( t) T ( t) L( t) T ( t) = Q( t) M ( t) () 4

LM ( t) + LM ( t) L( t) = N( t) () t LM ( ) LM ( ) M ( t) t Q ( t) t t (Impact) p ( t ) t p ( ) t q ( t t p ( t ) ) q ( t) t p ( ) t T t q ( ) t q ( ) t t p(t) t q(t) t p(t) M T t W (t) t D (t) R (t) I(t) ( t t W t) = p ( t) p ( ) (3) ( t) = p ( t) q ( t) p ( t) q ( t) (4) D + p( t) p( t t) R( t) = T (5) p ( t t) p ( t) p( t t) q( t) I( t) = (6) p ( t t) q ( t) + q ( t) (3) (4) t 5

(5) (6) (5) p ( ) p ( t) t 4. p ( ) t p ( ) t h t h 0.0 M ( t) t Q( t) t t Q( t) EL( t) = VR( t) (0) M ( t) VR( t) h p ( t) VR ( t) = p( t) p ( t) p ( t) p ( t) = p ( t) Q( t) p 0 ) ( t) p ( t) M ( t) p ( t t LM ( ) LM ( ) p ( ) t p ( ) t t t N( t) t L( t) EL( t) = L( t) VR( t) () t t 6

VR( t) p( i t) p ( i t) ip ( i t) VR ( t) = p( t) p ( t) p ( t) p ( t) = p ( t), p ( i t) p ( i t) i L( t) p t) = ( t) VR( t) ( p L( t) VR ( t) 4.3 99 5 5 996 3 996 6 00 9 Kruskal-Wallis K~W 6 99 5 5 996 3 996 6 00 9 3 ST 0% 5% 0% CSMAR Kruskal-Wallis T Levene K-W K-W K-W K-W Daniel(978) [3] H 0 k H k K W k χ 7

K W = N( N + ) k j= S m j j 3( N + ) N k k 5S j m j j j 4.4 99 5 996 3 996 6 000 9 K-W 99,5, 996,,3 996,,6 000,,9 k w p 0% 5 978-0.0006347 9.8097 0.00735 0.0007456.4380556 49.6339.85E-.48409933 6 95-0.0075009 7.596 0.005865 0.0055799.50474.6605 0.000638.55547076 30 99-0.00556837.466748 0.586-0.0073765.667303 6.740858 0.00943.4006 3 97 0.007989 3.5583 0.0595 0.00886984.9495404.9493 0.000479.4878934 33 95 0.00033375 0.73078 0.3963-0.000457784.005306 8.60954 0.003345.4437347 3 9 0.0055765 0.963 0.66564 0.007838.98807566 9.9446 0.0066.554735 K-W P 0.05 3 5 3 4 5 997 000 993 996 K-W P 0.05 8

3 99,5, 996,,3 996,,6 000,,9 k-w p 0% 384 36-0.0004908 4.60934 0.03973 0.003689.7773004.4603 4.06E-06.435707 3 5 99,5, 996,,3 996,,6 000,,9 k-w p 0% 30 96-0.0003003 3.08476 0.077886 0.00335436.987454605 9.964059 7.89E-06.6503008 4 9905 99300 57-0.00344 0.8309 78-0.005 0.9546 993 57 0.00058.439857 9 0.00089.703883 994 5-0.00.338 6-0.00396.5499 995 5-0.0006.037949 5 0.0037.60458 99600 9963 35 0.00947.4890 8 0.00508.75087 997 0% 43 0.00087.668954-0.00087.0896 998 0% 46-0.0006.459045 3 0.000645.86686 999 0% 39 0.000734.065757 9 0.0068.35588 000 0% 39 0.00744.760736 0 0.000394.5784 k w 35.08958 33.6639 5.9880.745 p.58e-05 4.97E-46 0.00055.45E- 9

5 3 5 9905 99300 5-0.007.075848 3-0.079.0679 993 86 0.000963.96746 5 0.00873.08453 994 84-0.003.86869 5-0.0053.0954 995 83-0.0053.46799 50-0.0046.74884 99600 9963 79 0.00848.03645 47 0.06606.40397 997 0% 8 0.003.9060 49 0.005006 3.069863 998 0% 8-0.00046.06 49-0.00067.6589 999 0% 80 0.0048.566647 48 0.003579.90604 000 0% 80 0.0053.444 48 0.008833 3.0098 k-w 6.00737 8.7037 6.8 6.968 p 0.00047.4E-4 0.0407.9E-0 4.5 0 6 99 5 996 3 996 6 000 9 K-W 6 6 0 K-W P 0.63>0.05.08>0.5066 000 7 8 0

6 K-W P 0% 99,5, 996,,3 996,,6 000,,9 00000 45 969 0.389348848 8.75787 0.00408 0.30935 4 94 0.35503475 0.46843 0.69307 0.3765457 7 97 0.387484 3.30009 0.076863 0.885887 8 96 0.360034693 0.38975 0.64948 0.97454 30 9 0.39568056.4758 0.4947 0.3683756 6 90 0.43405334 5.90504 0.07 0.36705596 99,5, 996,,3 996,,6 000,,9 600688 773 974 0.63043045 57.50366 3.37E-4 0.3978656 50 96 0.666553 8.536889 0.00348 0.360883 53 97 0.5984097.03609 0.0005 0.394455 56 96 0.605070 8.83593 0.00955 0.3879637 57 93 0.6604663 4.994 0.00064 0.30836746 57 9 0.66809053 4.5606 0.00036 0.339874463 99,5, 996,,3 996,,6 000,,9 780 975 0.50804568.94465 0.6364 0.468387 5 96 0.54486736 0.3065 0.75733 0.445566979 55 99 0.468909705 0.95908 0.3748 0.437449904 600685 56 97 0.483380053 0.34536 0.5749 0.389875689 59 95 0.539783 0.45459 0.50643 0.4063957 59 88 0.5350304 0.08365 0.64805 0.44633578

6 K-W P 0% 99,5, 996,,3 996,,6 000,,9 803 974 0.586455 6.6678.48E-07 0.4673796 56 96 0.5657973 4.336707 0.03799 0.54053707 60 96 0.50698593 6.3039 0.005 0.439834996 600675 6 97 0.5533758 5.37738 0.004 0.457440383 63 94 0.55695455 7.0043 0.00845 0.450953 6 9 0.5856476 4.935 0.0407 0.4460969 99,5, 996,,3 996,,6 000,,9 465 975 0.8799705 97.774 6.4E-45 0.468077546 90 96 0.85058904 9.56938 5.4E-08 0.50049875 93 98 0.8760303 47.3688 5.88E- 0.445437533 600869 93 97 0.8547695 38.5343 5.39E-0 0.460068 94 95 0.86997356 37.59707 8.7E-0 0.47493938 95 89 0.959836389 46.48.E- 0.45734445 99,5, 996,,3 996,,6 000,,9 76 970 0.50668588 37.97536 7.6E-0.088530 39 93 0.49603066.4675 0.00044 0.646569907 43 99 0.46465669 5.606569 0.07893.448965 60087 44 96 0.504935676 6.699389 0.009645 0.975043999 46 9 0.5035436 8.07365 0.0047.3765597 44 9 0.563645064 5.6340 0.0764 0.6858557

7 ( 00000 600688 600685 600675 600869 60087 99 0.806663 99 0.39948 993 0.47654 0.0840474 994 0.496764 0.353637 0.449749 0.56397 995 0.30807 0.6945065 0.3936980 0.58953 0.353796 996 0.749 0.9406699 0.640407 0.46874 0.667748 0.378608 997 0.557956 0.464830 0.4599486 0.5908375 0.53398 0.5867004 998 0.634304 0.875943 0.3749 0.4747954 0.46484 0.640456 999 0.39804 0.964537 0.339656 0.4349563 0.336459 0.479507 000 0.57 0.4494638 0.653543 0.757643 0.59836.467693 k-w 767.786 568.3675 94.7456 343.894 95.7745 54.090 p.87e-59.764e-8 8.063E-60.5E-70 8.349E-6 5.489E-5 8 ( 00000 600688 600685 600675 600869 60087 99 0.368088 99 0.466647 993 0.5667556 0.0335676 994 0.9683 0.4555693 0.585937 0.654088 995 0.65458 0.93336 0.56048 0.659434 0.4630909 996 0.895533.785053 0.753008 0.5466646 0.8670349 0.3996579 997 0.7346595 0.6460654 0.678647 0.806375 0.67044 0.806700 998 0.39986 0.540766 0.388036 0.34368596 0.6409967 0.86996 999 0.3468 0.7888735 0.444077 0.3434967 0.46569406 0.65599066 000 0.350874 0.63673 0.866305 0.9866557 0.7655 0.564336 k-w 376.53787 9.30037 47.70366 6.6037 47.885087 50.678805 p.38e-75.6647e-59.3e-8.4745e-3 3.764E-30 5.5597E-30 996 000 000 998 4.6 ST ST 0 K-W 9 3

0 9 000507 97,,3 99,4, 99,4, 00,4,5 00,4,6 00,,9 0% k-w p 5% k-w p 0% 550 4 66 0.36077497 40.56 E-0 0.66948 0.795 0.3754 0.5386637 3 46 33 0.39946863 4.496 0.034 0.57986580 0.4705 0.4978 0.5660699 3 48 3 0.333043 3.493 0.000.4394954 0.3357 0.563 0.44340734 49 34 0.36633 8.839 0.004 0.4938648 0.3735 0.5409 0.49976666 08 49 33 0.346806 5.499 0.09 0.5746776 0.85 0.35656 0.6374796 05 49 34 0.357940348 9.8849 0.007 0.548094 0.304 0.7799 0.5585783 0 600758 97,,3 99,5,4 99,5,4 00,4,5 00,4,6 00,,9 0% k-w p 5% k-w p 0% 557 34 66 0.4777607 7.57 3E-7 0.6756496.834 0.098 0.469658377 4 46 3 0.4648085 4.44 0.000 0.8469307.0736 0.3003 0.50360430 3 46 3 0.4990643 6.43 6E-05 0.55495603.34 0.4684 0.45655464 47 34 0.4609379.886 0.0003 0.60363494 0.89 0.633 0.4683495 0 48 34 0.40596358 6.03 6E-05 0.54969988 0.766 0.3839 0.44335708 08 47 34 0.4356998.93 0.0005 0.5877005 0.67 0.6053 0.48367577 ST 5 0 5 0 5 0 ST 4

600775 97,,3 99,,4 99,,4 00,4,7 00,4,8 00,,9 0% k-w p 5% k-w p 0% 495 98 64 0.4608659 8.775 E-05.74988647.59 0.00046 0.405906439 0 58 3 0.50677868.6963 0.98.6590.3534 0.50 0.396463867 0 60 33 0.4597044 3.847 0.0498.08694465 0.4769 0.48985 0.40963987 00 60 33 0.4353498 4.607 0.038.499605.4896 0.8 0.4059499 98 60 3 0.4536073 3.9 0.048.554455607.75 0.0994 0.4678 95 60 34 0.46884467 5.3563 0.006.7339356 6.6 0.0008 0.368665 5 5. Schwert 990 [3] R it = 5 dˆ D + ik kt k= j= ˆ β R j it j + ˆ ε it 3 Rit i t Dkt εˆ σˆ it ˆ σ = π / ˆ ε 4 it it it X N(0, σ ) E( X ) = /πσ 5

5. 4 5.3 99 5 996 3 996 6 000 9 K-W 99,5, 996,,3 996,,6 000,,9 k-w p 0% 5 978-0.0006347 9.8097 0.00735 0.0007456 0.099559 4.357.5E-3 0.05058685 6 95-0.0075009 7.596 0.005865 0.0055799 0.0387449 48.786.86E- 0.0683353 30 99-0.00556837.466748 0.586-0.0073765 0.07467379 3.79546.0E-08 0.0405564 3 97 0.007989 3.5583 0.0595 0.00886984 0.0874433 3.66.49E-06 0.0564477 33 95 0.00033375 0.73078 0.3963-0.000457784 0.097777 3.9450 9.9E-07 0.057594 3 9 0.0055765 0.963 0.66564 0.007838 0.0604555 0.4859 6.0E-06 0.03843 K-W P 0.05 0 3 5 3 4 5 6 993 996 0 997 000 6

3 3 99,5, 996,,3 996,,6 000,,9 k-w p 0% 384 36-0.0004908 4.60934 0.03973 0.003689 0.05388305 38.798 6.3E-0 0.07870807 4 5 99,5, 996,,3 996,,6 000,,9 k-w p 0% 30 96-0.0003003 3.08476 0.077886 0.00335436 0.0738034 5.44695 7.37E-3 0.03437073 99 9900 99050 5 9905 99300 57-0.00344 0.0479 78-0.005 0.033565 993 57 0.00058 0.0355 9 0.0009 0.03874 994 5-0.00 0.036487 6-0.004 0.033769 995 5-0.0006 0.0076 5 0.004 0.0363 99600 9963 35 0.00947 0.0953 8 0.005 0.0869 997 0% 43 0.00087 0.0937-0.0009 0.09303 998 0% 46-0.0006 0.0876 3 0.00065 0.0835 999 0% 39 0.000734 0.0583 9 0.0068 0.0549 000 0% 39 0.00744 0.087 0 0.00039 0.0038 k-w 35.08958 3.508 5.988 85.7678 p.58e-05 6.99E-44 0.0006 3.35E-5 7

6 3 5 9905 99300 5-0.007 0.07755 3-0.079 0.059 993 86 0.000963 0.05573 5 0.0087 0.084035 994 84-0.003 0.05909 5-0.0053 0.077364 995 83-0.0053 0.040358 50-0.005 0.05806 99600 9963 79 0.00848 0.037808 47 0.066 0.057 997 0% 8 0.003 0.035788 49 0.0050 0.03856 998 0% 8-0.00046 0.0346 49-0.0007 0.05337 999 0% 80 0.0048 0.0730 48 0.00358 0.037933 000 0% 80 0.0053 0.03063 48 0.00883 0.03036 k-w 6.00737 64.47795 6.8 68.0875 p 0.00047 6.E- 0.0407.8E- 5.4 99 5 996 3 996 6 000 9 K-W 7 00000 7 K-W P 0% 99,5, 996,,3 996,,6 000,,9 45 969 0.05484947 4.39354 0.03746 0.03005 4 94 0.04085554 3.078 0.07334 0.07743438 7 97 0.05808 0.00033 0.990807 0.0508875 8 96 0.0470934 0.8783 0.594883 0.00358003 30 9 0.044 0.8336 0.594588 0.09980637 6 90 0.089437 5.497044 0.09049 0.068966 99,5, 996,,3 996,,6 000,,9 600688 773 974 0.0988789 0.0639 0.00543 0.077 50 96 0.038466 5.4379 0.097 0.03498975 53 97 0.063670 0.047435 0.87587 0.03500736 56 96 8

0.08950564 7.554 0.006097 0.00495064 57 93 0.0698647 0.005065 0.94364 0.0485379 57 9 0.056 4.3468 0.0406 0.08885 99,5, 996,,3 996,,6 000,,9 780 975 0.0347543.38634 0.00074 0.05853433 5 96 0.0459769 4.304037 0.0380 0.03059773 55 99 0.03087558 0.005447 0.9467 0.0594445 600685 56 97 0.034645876 8.469 0.004367 0.043435 59 95 0.03467693.67770 0.953 0.0548973 59 88 0.037733.4675 0.34335 0.0997 7 K-W P+F4 0% 99,5, 996,,3 996,,6 000,,9 803 974 0.03373607 0.547 0.634943 0.06367885 56 96 0.03479353 0.0006 0.75755 0.0335784 60 96 0.0665 0.48594 0.4875 0.03499487 600675 6 97 0.0338946 0.8075 0.67077 0.07339389 63 94 0.0985985 0.0665 0.796876 0.037407 6 9 0.038888.7666 0.09677 0.04830374 99,5, 996,,3 996,,6 000,,9 600869 465 975 0.03354595 0.4467 0.54865 0.0883464 90 96 0.04458565 0.043 0.83896 0.030874533 93 98 0.0357 0.0045 0.96306 0.0939647 93 97 0.03063370 0.0495 0.90684 0.0759578 9

94 95 0.03786359 0.45838 0.600 0.0635454 95 89 0.0966454 0.75088 0.599939 0.066908 99,5, 996,,3 996,,6 000,,9 76 970 0.035886478 6.78685 0.00983 0.0884956 39 93 0.039630877 4.055 0.044035 0.03043937 43 99 0.03085 0.6353 0.64833 0.087444 60087 44 96 0.03738053 0.77849 0.377708 0.0979389 46 9 0.03809904.59485 0.0679 0.0695303 44 9 0.03336937.390999 0.3836 0.0879539 4 0 6 K-W P K-W 8 9 0 997 000 993 996 8 ( 00000 600688 600685 600675 600869 60087 99 0.037474 99 0.07939 993 0.00876 0.0987 0.03607704 0.06679 994 0.036707 0.0336 0.044084 0.0433659 0.0536976 995 0.07066 0.053885 0.075305 0.05095 0.0365369 0.065676 996 0.034408 0.030534 0.03503546 0.085896 0.037808 0.098466 997 0.095468 0.058047 0.08038 0.0745544 0.030759 0.037503 998 0.055099 0.0676 0.0088588 0.0389585 0.0803679 0.0578783 999 0.0977 0.00556 0.067079 0.045858 0.0530905 0.07874 000 0.06069 0.0788 0.048009 0.0865 0.060479 0.0876968 k-w 4.8367 35.788655 47.56 4.07559.9065887 59.9806 p.535e-0 7.946E-06 5.57E-08 4.75E-07 0.03609039 6.485E- 0

9 ( 00000 600688 600685 600675 600869 60087 99 0.059500 99 0.043634 993 0.038055 0.0403766 0.0495 0.0379743 994 0.0480588 0.047880 0.06764 0.065994 0.0698097 995 0.0604 0.035540 0.04535 0.03793349 0.05578943 0.0360459 996 0.049884 0.0440994 0.04667596 0.039768 0.0406947 0.0386587 997 0.0464709 0.036067 0.04077456 0.0393554 0.048059 0.04903886 998 0.03787 0.03393 0.077809 0.03459357 0.0380608 0.04069938 999 0.030673 0.097337 0.0349547 0.03097553 0.0346834 0.03755483 000 0.0365 0.090994 0.03554 0.043636 0.0334455 0.0443947 k-w 60.698447 0.03593 3.36886.0507 4.549545 3.538679 p 9.83E-0 0.005494 5.387E-05 0.003678 0.47333383.895E-05 5.5 ST 0 5 0 5 0 0 000507 97,,3 99,4, 99,4, 00,4,5 00,4,6 00,,9 0% k-w p 5% k-w p 0% 550 4 66 0.09856063 4.59 0.044 0.0398746.837 3E-06 0.054357 3 46 33 0.03303338.883 0.0895 0.037538953 3.8 0.000 0.0776784 3 48 3 0.0934387 3.3733 0.0663 0.035653086 5.475 0.099 0.045988 49 34 0.09555873 0.09 0.93 0.098608.5397 0.47 0.03985065 08 49 33 0.08436 0.65 0.497 0.09936.765 0.84 0.0443546 05 49 34 0.09066757 0.0036 0.95 0.0868497.8403 0.099 0.0967838

600758 97,,3 99,5,4 99,5,4 00,4,5 00,4,6 00,,9 0% k-w p 5% k-w p 0% 557 34 66 0.0899038.403 0. 0.0707669.659 0.3 0.05853 4 46 3 0.0308366.397 0.435 0.0337078 0.0594 0.8074 0.0389689 3 46 3 0.03550686 0.95 0.587 0.0400797 0.09 0.6476 0.039736 47 34 0.054807.334 0.48 0.063660.4034 0. 0.0843539 0 48 34 0.0863744 0.793 0.67 0.0569668 0.08 0.90 0.06976085 08 47 34 0.0539504.796 0.774 0.070989.554 0. 0.0348976 600775 97,,3 99,,4 99,,4 00,4,7 00,4,8 00,,9 0% k-w p 5% k-w p 0% 495 98 64 0.08976653.357 0.5 0.0989684.877 E-06 0.00908469 0 58 3 0.0304867.3673 0.39 0.0336906 3.6934 0.0546 0.039836 0 60 33 0.06679 0.078 0.7797 0.0783569 6.36 0.05 0.0860535 00 60 33 0.093958 0.8 0.77 0.094697 3.4703 0.065 0.009895 98 60 3 0.0309548 0.335 0.748 0.09044334 9.6533 0.009 0.0604849 95 60 34 0.07507874 0.4569 0.499 0.0963676.605 0.05 0.04649043 5 0 996 6 3 4 5 6 0 0 0 0

3 0 993..~996..3 997.0.03~000..9 000 600643 30835.7 0.45993805 0.80776 60074 984.00.475698 0.799336 600840 644.03 0.583463409 0.834303 600698 3067.00 0.646593 0.890454 600733 7560.00.370093903 0.30887 60067 5600.00 0.6439465 0.30703987 600684 0003.50 0.544675 0.30353073 600663 605.40 0.7653434 0.366534 60078 8.00.0530848 0.39783764 600639 75.00 0.6747534 0.3035 600688 7000.00 0.63043045 0.347604 600655 4907.95 0.35487 0.353569384 600760 358.00 0.80834783 0.3539063 60078 36.00 0.8509363 0.36009348 600839 9540.00 0.7967344 0.3687895 600653 6573.00 0.5547339 0.370395343 600744 76.00.5650498 0.376408 600867 5770.00 0.65349083 0.37470836 600868 64687.00 0.7480087 0.376880706 600800 7449.00 0.588030045 0.37895 4 0 993..~996..3 997.0.03~000..9 000 600846 87.00 0.6544743 0.65533955 600850 340.00 0.4598909 0.65376347 600656 5096.00 0.57885767 0.6590465 600666 639.00 0.56854759 0.65960343 600706 3750.00 0.788456 0.6666986 600737 9347.00.393833 0.66435054 60085 57.00 0.4868907 0.6860858 600885 4987.00.950885 0.68905359 600843 560.00 0.87335707 0.7085343 600608 93.00 0.5365708 0.7397349 60084 8987.00 0.5035394 0.753788 60066 4565.00 0.3944543 0.74809 600879 9450.00 0.76096 0.749947507 600864 4538.00 0.48588547 0.7680097 60067 500.00 0.4093957 0.7873355 600857 950.00 0.80998654 0.898967 60064 834.90 0.6455 0.877954 600770 9900.00.637464409 0.87384444 60063 9.55 0.6433364.03535868 60087 4.0 0.50668588.03709765 3

5 0 993..~996..3 997.0.03~000..9 000 600663 605.40 0.0309506 0.009878 600688 7000.00 0.038988 0.0443567 600698 3067.00 0.03655095 0.06964 600736 5093.00 0.045057 0.094059 60068 64.8 0.036790539 0.08058 600690 44989.7 0.034345403 0.098739 600859 9837.86 0.0987745 0.069769 600839 9540.3 0.0345809 0.0304657 600655 4907.95 0.0333304 0.03065043 6006 43.34 0.0365398 0.0363464 600854 984. 0.094669 0.0394936 60079 500.00 0.04043 0.037869 60086 954.00 0.03647664 0.037879 60076 6800.00 0.035830088 0.0390769 600704 838.00 0.043645 0.03330078 600648 4950.00 0.03098465 0.0337565 600887 7989.00 0.0334905 0.03476 60070 486.00 0.04966707 0.03534738 600643 30835.00 0.034859 0.0353880 60074 4000.00 0.053448066 0.0354537 6 0 993..~996..3 997.0.03~000..9 000 600770 9900.00 0.077844 0.0309998 600637 358.00 0.038739539 0.0300958 600674 5474.00 0.035403495 0.030377 6007 5.00 0.045744055 0.03036046 600630 90.00 0.0357588 0.030403 600699 799.00 0.0365744 0.033689 60084 843.00 0.035834479 0.036553 600705 089.00 0.03490098 0.037766 60060 866.00 0.0399865 0.0344769 600838 34.00 0.0366339 0.03339564 60067 500.00 0.0395449 0.0344045 60068 085.38 0.040835574 0.0363799 600708 8659.0 0.03768867 0.037450 600858 6795.36 0.0459737 0.0384477 60065 996.00 0.04065854 0.0399795 600604 78.9 0.03639768 0.034346 600654 3330.74 0.037888473 0.03777909 60065 993.00 0.040047609 0.0397468 600673 4554.00 0.0393447 0.03395079 600807 6435.00 0.038685989 0.0340486 4

6 Kim 000 000 5% 0% 0 4 0. 0. 3. 4. 0 5. 3 4 5

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