spb/phd_thesis Public

1\begin{landscape}2\begin{table}[htbp]3\centering4\small5\caption{Rolling Delta RV Regressions (30-min Window, Interaction Model)}6\label{tab:rolling_delta_rv_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 & 5.54*** & 26.00*** & 2.23*** & 1.65*** & -0.40 & 12.32*** & 9.96*** \\13 & (1.67) & (6.51) & (0.64) & (0.49) & (0.62) & (2.02) & (1.51) \\14Stance & -4.94** & -2.80 & -1.50* & -1.30* & -1.65 & -7.78** & -1.05 \\15 & (1.53) & (6.03) & (0.71) & (0.64) & (0.90) & (2.65) & (1.92) \\16Novelty & 6.82* & 3.42 & 0.70 & 0.94 & 1.15 & 8.20* & 3.34* \\17 & (3.42) & (5.98) & (0.81) & (0.83) & (1.09) & (3.63) & (1.35) \\18Stance $\times$ Novelty & -5.32 & -7.96** & -1.66* & -2.48* & -1.20 & -8.61* & -4.68 \\19 & (3.15) & (2.55) & (0.83) & (1.12) & (1.39) & (3.60) & (3.13) \\20\midrule21$N$ & 148 & 130 & 148 & 148 & 148 & 148 & 147 \\22$R^2$ & 0.286 & 0.054 & 0.131 & 0.245 & 0.137 & 0.268 & 0.128 \\23Adj.\ $R^2$ & 0.271 & 0.032 & 0.113 & 0.229 & 0.119 & 0.253 & 0.109 \\24\bottomrule25\end{tabular}26\begin{tablenotes}[flushleft]27\small28\item \textit{Notes:} Dependent variable: Delta RV (bps) (Rolling 30-min). Clustered SE in parentheses. Stars: BH-adjusted $p$-values. Coefficients $\times 10,000$. 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