spb/phd_thesis Public

1\begin{landscape}2\begin{table}[htbp]3\centering4\small5\caption{Rolling RV Ratio Regressions (30-min Window, Interaction Model)}6\label{tab:rolling_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 & 1.6276*** & 1.6260*** & 0.9991*** & 1.0135*** & 1.8017** & 2.9633*** & 3.7617*** \\13 & (0.1997) & (0.2639) & (0.0987) & (0.0537) & (0.6352) & (0.3545) & (0.4085) \\14Stance & -0.4896 & 0.4669 & -0.0692 & -0.0861 & -1.1473 & 0.0611 & 0.0845 \\15 & (0.3029) & (0.2605) & (0.1108) & (0.1334) & (0.7665) & (0.4605) & (0.5241) \\16Novelty & -0.1825 & -0.3809 & 0.0436 & 0.0596 & -0.4007 & 0.4481 & 0.6432 \\17 & (0.1157) & (0.2858) & (0.1196) & (0.1413) & (0.1864) & (0.3861) & (0.4561) \\18Stance $\times$ Novelty & 0.2511 & -0.0118 & 0.1231 & -0.0415 & 0.3796 & -0.1615 & -0.5527 \\19 & (0.2085) & (0.1563) & (0.0801) & (0.0731) & (0.2289) & (0.5868) & (0.5128) \\20\midrule21$N$ & 88 & 41 & 40 & 40 & 17 & 89 & 88 \\22$R^2$ & 0.050 & 0.050 & 0.129 & 0.025 & 0.145 & 0.035 & 0.044 \\23Adj.\ $R^2$ & 0.016 & -0.027 & 0.057 & -0.056 & -0.053 & 0.001 & 0.010 \\24\bottomrule25\end{tabular}26\begin{tablenotes}[flushleft]27\small28\item \textit{Notes:} Dependent variable: 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