spb/phd_thesis Public

1\begin{landscape}2\begin{table}[htbp]3\centering4\small5\caption{Rolling log(RV Ratio) Regressions (30-min Window, Interaction Model)}6\label{tab:rolling_log_rv_ratio_30min}7\begin{threeparttable}8\begin{tabular}{lccccccc}9\toprule10 & E-mini S\&P 500 & VIX Futures & 10Y T-Note & 5Y T-Note & Dollar Index & Crude Oil WTI & Gold \\11\midrule12Intercept & 0.2577*** & -0.6826 & -0.1044 & -0.0595 & -2.2662*** & 0.2341 & 0.4248 \\13 & (0.0810) & (0.6770) & (0.1403) & (0.0703) & (0.7194) & (0.3526) & (0.3908) \\14Stance & -0.2575 & 0.4071 & -0.1965 & -0.1674 & -4.7532 & -0.7852 & -0.8420 \\15 & (0.1249) & (0.5125) & (0.1874) & (0.1886) & (1.5983) & (0.5421) & (0.5977) \\16Novelty & -0.0173 & -0.1680 & 0.0871 & 0.1068 & -0.0110 & 0.3561 & 0.4141 \\17 & (0.0437) & (0.6219) & (0.1386) & (0.1650) & (0.3329) & (0.1975) & (0.1945) \\18Stance $\times$ Novelty & 0.0890 & 0.1548 & 0.1046 & -0.0441 & 1.2119 & 0.1608 & -0.0041 \\19 & (0.0779) & (0.4344) & (0.0892) & (0.0755) & (0.7615) & (0.3288) & (0.3215) \\20\midrule21$N$ & 88 & 41 & 40 & 40 & 17 & 89 & 88 \\22$R^2$ & 0.069 & 0.004 & 0.183 & 0.078 & 0.366 & 0.086 & 0.083 \\23Adj.\ $R^2$ & 0.036 & -0.077 & 0.114 & 0.002 & 0.220 & 0.054 & 0.050 \\24\bottomrule25\end{tabular}26\begin{tablenotes}[flushleft]27\small28\item \textit{Notes:} Dependent variable: log(RV Ratio) (Rolling 30-min). Clustered SE in parentheses. Stars: BH-adjusted $p$-values. Semantic measures from MiniLM--BERT ensemble.29\item $^{***}p<0.01$, $^{**}p<0.05$, $^{*}p<0.10$.30\end{tablenotes}31\end{threeparttable}32\end{table}33\end{landscape}34