var,coef,se,t,p,n,n_firms,n_quarters,spec lfds5,5.7026432074713416e-05,0.0041704782608652895,0.01367383511139118,0.9891534452835238,84755,3598,44,car_on_lfds5 f_roa,0.0020149039345414834,0.001934211240057237,1.0417186565836825,0.3033639105334147,84755,3598,44,car_on_lfds5 f_leverage,0.022607311708635225,0.005192245268205799,4.3540531197686025,8.121150840123548e-05,84755,3598,44,car_on_lfds5 f_log_mcap,-0.021346517575440573,0.0025308541090223852,-8.434511297724022,1.1594747384435777e-10,84755,3598,44,car_on_lfds5 wd_ret20,-0.03806992000860712,0.009468891450438072,-4.020525550205335,0.00023008263450674526,84755,3598,44,car_on_lfds5 wd_vol20,0.0978322464829392,0.07173242689504483,1.363849666289449,0.1797121107039732,84755,3598,44,car_on_lfds5 last_surprise,-0.0008465662979095157,0.0019253457892383717,-0.43969571733106727,0.6623595513672358,84755,3598,44,car_on_lfds5 mean_surprise4,0.001097892379319719,0.0012631149334669284,0.8691943624688881,0.38956675761838566,84755,3598,44,car_on_lfds5 lfds2,-0.00016311821507515904,0.004208743392087367,-0.03875698750886758,0.9692635226643689,84755,3598,44,car_on_lfds2_dlfds d_lfds,0.060492675331797356,0.0208564981259158,2.9004234060093994,0.005850540378230296,84755,3598,44,car_on_lfds2_dlfds f_roa,0.0020691490093517665,0.001921724934777621,1.076714451639878,0.2876117609492259,84755,3598,44,car_on_lfds2_dlfds f_leverage,0.022421471659467552,0.005167368830823203,4.339049987243824,8.51551994809352e-05,84755,3598,44,car_on_lfds2_dlfds f_log_mcap,-0.021299628775208728,0.00252530394306592,-8.434481256679655,1.1595879811920895e-10,84755,3598,44,car_on_lfds2_dlfds wd_ret20,-0.03802055187585144,0.009464837121145256,-4.017031818847709,0.00023257100043028167,84755,3598,44,car_on_lfds2_dlfds wd_vol20,0.09733155072674263,0.07149619194991268,1.3613529346420177,0.18049355140958245,84755,3598,44,car_on_lfds2_dlfds last_surprise,-0.0007881490064167407,0.0019468667577172724,-0.4048294539380065,0.6876097887256298,84755,3598,44,car_on_lfds2_dlfds mean_surprise4,0.0010857862072651816,0.001257059466949164,0.8637508692411695,0.39251737197340564,84755,3598,44,car_on_lfds2_dlfds