\begin{tabular}{@{}lrrrrr@{}} \toprule Specification & $N$ & $\ln \mathrm{RV}^{\mathrm{ES}}_{\mathrm{Fri}}$ & $\ln \mathrm{RV}^{\mathrm{BTC}}_{\mathrm{weekend}}$ & $\ln \mathrm{RV}^{\mathrm{BTC}}_{\mathrm{Mon,\,Asian}}$ & $R^2$ \\ \midrule Friday controls only & 501 & $+$0.810 & -- & -- & 0.482 \\ + weekend BTC & 501 & $+$0.805 & $-$0.043 (0.052) & -- & 0.483 \\ + weekend BTC + Monday Asian BTC & 501 & $+$0.803 & $-$0.099 (0.061) & $+$0.094$^{*}$ & 0.486 \\ \bottomrule \end{tabular}