variable,coefficient,std_error,t_stat,p_value,significant_5pct,significant_1pct,group,horizon,method,fm_coefficient,fm_std_error,fm_t_stat,fm_significant_5pct,fm_significant_1pct
const,0.0004749326167634848,6.162181567921933e-05,7.707215562030996,1.9999999999998992,True,True,Stocks,1-Day,Pooled OLS,,,,,
iv_atm_30d,0.00035455189599640623,0.00014772580677565477,2.4000674204125345,1.955218186198448,True,False,Stocks,1-Day,Pooled OLS,,,,,
iv_term_slope,0.00013370377245836584,9.031763495795387e-05,1.4803728255352322,1.7332766243587587,False,False,Stocks,1-Day,Pooled OLS,,,,,
iv_skew_25d,0.0004687304268636115,0.0001620729700748604,2.89209500293052,1.9878192458998507,True,True,Stocks,1-Day,Pooled OLS,,,,,
implied_skewness,-0.00015858867442038389,0.000141434239949792,-1.1212891197823212,1.5744768805728309,False,False,Stocks,1-Day,Pooled OLS,,,,,
implied_kurtosis_proxy,4.489798333191654e-05,9.232485242729861e-05,0.48630441480826136,1.291097546106194,False,False,Stocks,1-Day,Pooled OLS,,,,,
pc_volume_ratio,0.00010182969163875525,6.138084275049604e-05,1.658981647623799,1.7984870045690196,False,False,Stocks,1-Day,Pooled OLS,,,,,
pc_oi_ratio,-3.867687832575581e-05,6.788058646276205e-05,-0.5697781993526703,1.321665636345358,False,False,Stocks,1-Day,Pooled OLS,,,,,
net_gamma_exposure,1.8752855129314963e-05,5.816636875875159e-05,0.3224003067321174,1.2425231715225622,False,False,Stocks,1-Day,Pooled OLS,,,,,
rv_daily,-0.0002835799162649859,0.00014983861258386076,-1.8925690205938983,1.866906062290026,False,False,Stocks,1-Day,Pooled OLS,,,,,
rv_w,-0.00010427602066402559,0.00014757901201771978,-0.7065775765696628,1.3783743948807277,False,False,Stocks,1-Day,Pooled OLS,,,,,
const,,,,,,,Stocks,1-Day,Fama-MacBeth,0.0005206125501497902,0.00020804551602204784,2.5023973604632643,True,False
iv_atm_30d,,,,,,,Stocks,1-Day,Fama-MacBeth,0.00032514126617007376,0.00038406230394470096,0.8465846890740131,False,False
iv_term_slope,,,,,,,Stocks,1-Day,Fama-MacBeth,0.00010238512746974861,0.00019899439635026934,0.5145126161720184,False,False
iv_skew_25d,,,,,,,Stocks,1-Day,Fama-MacBeth,0.0004206714326659498,0.0003747705436733448,1.1224773124982117,False,False
implied_skewness,,,,,,,Stocks,1-Day,Fama-MacBeth,-0.00013551298475038712,0.0003824857007815966,-0.3542955579083634,False,False
implied_kurtosis_proxy,,,,,,,Stocks,1-Day,Fama-MacBeth,-0.0002259431004769811,0.00023799651381506938,-0.9493546642979227,False,False
pc_volume_ratio,,,,,,,Stocks,1-Day,Fama-MacBeth,0.0001403392916797961,0.00017860227653546047,0.7857642937263039,False,False
pc_oi_ratio,,,,,,,Stocks,1-Day,Fama-MacBeth,0.0001981586340207312,0.0002611521554982665,0.7587861323321398,False,False
net_gamma_exposure,,,,,,,Stocks,1-Day,Fama-MacBeth,0.0003641413461242488,0.00020312703290579655,1.792677916450073,False,False
rv_daily,,,,,,,Stocks,1-Day,Fama-MacBeth,0.0005762857353465232,0.0006180100527575115,0.9324860215059323,False,False
rv_w,,,,,,,Stocks,1-Day,Fama-MacBeth,-0.0013274298575131787,0.0007405214180403615,-1.7925610592411363,False,False
const,0.0027061188053751975,0.00013432330834326907,20.14630847581265,2.0,True,True,Stocks,5-Day,Pooled OLS,,,,,
iv_atm_30d,0.0005912653544219735,0.0003195991501505124,1.850021672909713,1.855876030110968,False,False,Stocks,5-Day,Pooled OLS,,,,,
iv_term_slope,0.00027043383017297414,0.0001926520244083366,1.4037424781988002,1.7021120366838696,False,False,Stocks,5-Day,Pooled OLS,,,,,
iv_skew_25d,-0.0003691227931167267,0.000347016729296296,-1.0637031645859232,1.5468461397520696,False,False,Stocks,5-Day,Pooled OLS,,,,,
implied_skewness,-0.004823247690304919,0.00030760996421721635,-15.67975115038543,2.0,True,True,Stocks,5-Day,Pooled OLS,,,,,
implied_kurtosis_proxy,0.006850306630371843,0.0002070096591497861,33.09172460119439,2.0,True,True,Stocks,5-Day,Pooled OLS,,,,,
pc_volume_ratio,-0.0022401638478081664,0.00012729944249734382,-17.59759354684455,2.0,True,True,Stocks,5-Day,Pooled OLS,,,,,
pc_oi_ratio,0.002006445950752048,0.00014790606790470687,13.565677048792644,2.0,True,True,Stocks,5-Day,Pooled OLS,,,,,
net_gamma_exposure,0.002748993885189224,0.000132242482269842,20.787524840768466,2.0,True,True,Stocks,5-Day,Pooled OLS,,,,,
rv_daily,-0.005391455115447303,0.00036083936844073626,-14.94142709190776,2.0,True,True,Stocks,5-Day,Pooled OLS,,,,,
rv_w,0.003475700240165574,0.00038693176700024514,8.98272133898836,2.0,True,True,Stocks,5-Day,Pooled OLS,,,,,
const,,,,,,,Stocks,5-Day,Fama-MacBeth,0.0026507805795847224,0.0004504778016310442,5.884375589622942,True,True
iv_atm_30d,,,,,,,Stocks,5-Day,Fama-MacBeth,0.0002123481497355067,0.0010326016107086034,0.20564382965642167,False,False
iv_term_slope,,,,,,,Stocks,5-Day,Fama-MacBeth,0.0007620600421147822,0.0006597128843788298,1.1551389402259742,False,False
iv_skew_25d,,,,,,,Stocks,5-Day,Fama-MacBeth,0.0010283112083582311,0.0007593869106955965,1.3541334382710133,False,False
implied_skewness,,,,,,,Stocks,5-Day,Fama-MacBeth,-0.00407654000675861,0.0007935119158065226,-5.137339371413509,True,True
implied_kurtosis_proxy,,,,,,,Stocks,5-Day,Fama-MacBeth,0.0049704193437521485,0.00041118094828401005,12.0881557486924,True,True
pc_volume_ratio,,,,,,,Stocks,5-Day,Fama-MacBeth,-0.0013239231015417783,0.0003198796987179342,-4.138815644906545,True,True
pc_oi_ratio,,,,,,,Stocks,5-Day,Fama-MacBeth,0.0015882860087037668,0.00043227802342823144,3.674223353081146,True,True
net_gamma_exposure,,,,,,,Stocks,5-Day,Fama-MacBeth,0.0023464109242054064,0.0002865594322563351,8.188217382097822,True,True
rv_daily,,,,,,,Stocks,5-Day,Fama-MacBeth,-0.002665424305429559,0.00278461547794354,-0.9571965416919952,False,False
rv_w,,,,,,,Stocks,5-Day,Fama-MacBeth,0.00152208644380423,0.002348369736143162,0.6481459969348882,False,False
const,0.00020662881302969984,6.452265041421152e-05,3.2024228965056363,1.9952686634925514,True,True,ETFs,1-Day,Pooled OLS,,,,,
iv_atm_30d,-8.538059110035123e-05,0.00018727687437503163,-0.45590568181617647,1.2808723134893776,False,False,ETFs,1-Day,Pooled OLS,,,,,
iv_term_slope,-0.00012595632511888864,0.00010708402144885772,-1.176238279200638,1.6005072243318237,False,False,ETFs,1-Day,Pooled OLS,,,,,
iv_skew_25d,0.0007263652992749306,0.00021146693358568217,3.434888315437845,1.997812553117713,True,True,ETFs,1-Day,Pooled OLS,,,,,
implied_skewness,-0.00046394990275837523,0.00016117183699763965,-2.8786040501925267,1.9873357471624093,True,True,ETFs,1-Day,Pooled OLS,,,,,
implied_kurtosis_proxy,4.204684792508786e-05,9.43158352985044e-05,0.4458089968880826,1.2775912636884112,False,False,ETFs,1-Day,Pooled OLS,,,,,
pc_volume_ratio,-0.0001036963979536446,7.007262267860165e-05,-1.4798418268039335,1.7330669146942494,False,False,ETFs,1-Day,Pooled OLS,,,,,
pc_oi_ratio,-4.18273325808389e-05,8.252043710215951e-05,-0.5068724070021231,1.2983013012389195,False,False,ETFs,1-Day,Pooled OLS,,,,,
net_gamma_exposure,-8.139665301044607e-05,7.84490449694536e-05,-1.0375735363271816,1.5342334678113891,False,False,ETFs,1-Day,Pooled OLS,,,,,
rv_daily,-0.00020727578350894063,0.00017213762513450319,-1.204128285997797,1.6135503987332878,False,False,ETFs,1-Day,Pooled OLS,,,,,
rv_w,-0.0001783890404219195,0.00019082977493507455,-0.9348071624703863,1.484554430123176,False,False,ETFs,1-Day,Pooled OLS,,,,,
const,0.0010308927248672,0.00013159892884786692,7.833595105161904,1.9999999999999623,True,True,ETFs,5-Day,Pooled OLS,,,,,
iv_atm_30d,-0.00036640376368045515,0.00038966390517105763,-0.9403071693787199,1.487205520601532,False,False,ETFs,5-Day,Pooled OLS,,,,,
iv_term_slope,0.004283241521837181,0.00022599190044486126,18.953075368655657,2.0,True,True,ETFs,5-Day,Pooled OLS,,,,,
iv_skew_25d,0.0024807551917930444,0.000442045265897993,5.61199357435378,1.9999998843881401,True,True,ETFs,5-Day,Pooled OLS,,,,,
implied_skewness,-0.004664820927670824,0.00033997442790154443,-13.72109354360541,2.0,True,True,ETFs,5-Day,Pooled OLS,,,,,
implied_kurtosis_proxy,0.004101241095879393,0.00020577790096052304,19.930425360234313,2.0,True,True,ETFs,5-Day,Pooled OLS,,,,,
pc_volume_ratio,-0.0013799828658628101,0.00014133249273191607,-9.76408778468519,2.0,True,True,ETFs,5-Day,Pooled OLS,,,,,
pc_oi_ratio,0.0021617141052115312,0.00017049570355003464,12.678994603386837,2.0,True,True,ETFs,5-Day,Pooled OLS,,,,,
net_gamma_exposure,0.003767604389154923,0.0001574148237487613,23.934241384840163,2.0,True,True,ETFs,5-Day,Pooled OLS,,,,,
rv_daily,-0.006848528775634995,0.000372177942746307,-18.40122153693363,2.0,True,True,ETFs,5-Day,Pooled OLS,,,,,
rv_w,0.006252444500217711,0.00043176267669398945,14.481206546366474,2.0,True,True,ETFs,5-Day,Pooled OLS,,,,,
const,0.0005333294384410454,0.00011906230226928459,4.479414796085566,1.9999649371997115,True,True,Indices,1-Day,Pooled OLS,,,,,
iv_atm_30d,8.421668977903826e-05,0.0005925033526671261,0.14213706876077709,1.2101346774214155,False,False,Indices,1-Day,Pooled OLS,,,,,
iv_term_slope,-0.0002762448822661023,0.0002119170554288683,-1.3035519095291797,1.6588439026884434,False,False,Indices,1-Day,Pooled OLS,,,,,
iv_skew_25d,0.0005634362016035408,0.0005654644728853083,0.996413088038196,1.5143227030404751,False,False,Indices,1-Day,Pooled OLS,,,,,
implied_skewness,-4.5238126494314334e-05,0.00046521155961406395,-0.09724205162022102,1.2058789400818677,False,False,Indices,1-Day,Pooled OLS,,,,,
implied_kurtosis_proxy,-0.00027814493839385847,0.00029287232893186505,-0.9497139569596115,1.4917438126249243,False,False,Indices,1-Day,Pooled OLS,,,,,
pc_volume_ratio,-0.00023106890533833733,0.00013512828047038673,-1.7099966382609,1.8150806701885132,False,False,Indices,1-Day,Pooled OLS,,,,,
pc_oi_ratio,0.00010636959815468908,0.00014555432481376843,0.7307896779486641,1.3890976358224854,False,False,Indices,1-Day,Pooled OLS,,,,,
net_gamma_exposure,0.000178031349144972,0.00014282155049038473,1.2465300126885104,1.6331161217052539,False,False,Indices,1-Day,Pooled OLS,,,,,
rv_daily,-0.00047865392149876006,0.0003135866340013787,-1.526384959049803,1.751103187055206,False,False,Indices,1-Day,Pooled OLS,,,,,
rv_w,-7.94417985949312e-05,0.0003563591487986391,-0.22292622165797077,1.22169702515993,False,False,Indices,1-Day,Pooled OLS,,,,,
const,0.002555193205189299,0.00023190156044209262,11.01843903213988,2.0,True,True,Indices,5-Day,Pooled OLS,,,,,
iv_atm_30d,-0.0102696787340854,0.0011976008876859534,-8.575209687702248,2.0,True,True,Indices,5-Day,Pooled OLS,,,,,
iv_term_slope,0.005261942797308689,0.0004296967117880217,12.245713436840342,2.0,True,True,Indices,5-Day,Pooled OLS,,,,,
iv_skew_25d,0.011483100058852256,0.0011769604910730283,9.756572243460083,2.0,True,True,Indices,5-Day,Pooled OLS,,,,,
implied_skewness,-0.01873331880163512,0.0009511367161098303,-19.695716172386657,2.0,True,True,Indices,5-Day,Pooled OLS,,,,,
implied_kurtosis_proxy,0.01334706187045688,0.0005822158566772341,22.92459354616334,2.0,True,True,Indices,5-Day,Pooled OLS,,,,,
pc_volume_ratio,-0.0025103995907148425,0.0002570545123851268,-9.766020317720338,2.0,True,True,Indices,5-Day,Pooled OLS,,,,,
pc_oi_ratio,-0.0010797348280773156,0.00027217034442134167,-3.9671288595858147,1.999694892702129,True,True,Indices,5-Day,Pooled OLS,,,,,
net_gamma_exposure,0.00015745899104132314,0.0002439307407583486,0.6455069605077401,1.3521725964645113,False,False,Indices,5-Day,Pooled OLS,,,,,
rv_daily,-0.006898841239676331,0.0007235393546656865,-9.534852797141852,2.0,True,True,Indices,5-Day,Pooled OLS,,,,,
rv_w,0.008441113820457164,0.0007816760527470247,10.79873662598818,2.0,True,True,Indices,5-Day,Pooled OLS,,,,,
const,0.0004176344644803888,4.47995863539856e-05,9.322283942097915,2.0,True,True,All,1-Day,Pooled OLS,,,,,
iv_atm_30d,0.0002801047907919164,0.00011337197236012895,2.4706705278281342,1.9622925571593282,True,False,All,1-Day,Pooled OLS,,,,,
iv_term_slope,8.139458311611625e-05,6.934094708787371e-05,1.1738314305538302,1.5993758072647917,False,False,All,1-Day,Pooled OLS,,,,,
iv_skew_25d,0.0005589385749154352,0.00011991456612637133,4.66113995130834,1.9999847190587423,True,True,All,1-Day,Pooled OLS,,,,,
implied_skewness,-0.0002743207103647741,0.00010918059267334453,-2.5125409530016873,1.9660281273891784,True,False,All,1-Day,Pooled OLS,,,,,
implied_kurtosis_proxy,3.1983922204249944e-05,7.05171069893689e-05,0.45356259735771365,1.2801056886264497,False,False,All,1-Day,Pooled OLS,,,,,
pc_volume_ratio,-1.4646201853655517e-06,4.8066439691048555e-05,-0.030470744136231683,1.2024857576757708,False,False,All,1-Day,Pooled OLS,,,,,
pc_oi_ratio,-6.372137176547066e-05,5.574728819572049e-05,-1.1430398469205236,1.5848275896789732,False,False,All,1-Day,Pooled OLS,,,,,
net_gamma_exposure,5.053448274950581e-06,4.575733672819504e-05,0.1104401749815285,1.2069665437522432,False,False,All,1-Day,Pooled OLS,,,,,
rv_daily,-0.0003205395398650557,0.00011649992773262164,-2.751414066116198,1.9818834797185378,True,True,All,1-Day,Pooled OLS,,,,,
rv_w,-4.7339238509956883e-05,0.00011700280574635605,-0.4045991735666666,1.2648212398634207,False,False,All,1-Day,Pooled OLS,,,,,
const,,,,,,,All,1-Day,Fama-MacBeth,0.0004413041094819202,0.0001808697891170869,2.4398995080170076,True,False
iv_atm_30d,,,,,,,All,1-Day,Fama-MacBeth,0.0006181471672673013,0.00028381610833631984,2.1779847905419163,True,False
iv_term_slope,,,,,,,All,1-Day,Fama-MacBeth,-4.0813365249167494e-07,0.00014294855969493761,-0.002855108532486519,False,False
iv_skew_25d,,,,,,,All,1-Day,Fama-MacBeth,-0.0013001812251786512,0.001307565927863853,-0.9943523286070431,False,False
implied_skewness,,,,,,,All,1-Day,Fama-MacBeth,0.0004697753320749388,0.0005765573956340026,0.8147936972664405,False,False
implied_kurtosis_proxy,,,,,,,All,1-Day,Fama-MacBeth,0.0008231521592019987,0.0007074854043171674,1.163489952130486,False,False
pc_volume_ratio,,,,,,,All,1-Day,Fama-MacBeth,9.181748761086899e-05,0.00018024556909146253,0.5094021898772878,False,False
pc_oi_ratio,,,,,,,All,1-Day,Fama-MacBeth,-0.00041127183127987767,0.00047747866755173355,-0.8613407451031673,False,False
net_gamma_exposure,,,,,,,All,1-Day,Fama-MacBeth,-1.327059291579112e-05,0.0001377236426700772,-0.0963566796412827,False,False
rv_daily,,,,,,,All,1-Day,Fama-MacBeth,0.0005739521885656262,0.000870886727558829,0.6590434443460448,False,False
rv_w,,,,,,,All,1-Day,Fama-MacBeth,0.00016385563561728916,0.000339584297555851,0.4825182930913937,False,False
const,0.002249473137649632,9.744195685448008e-05,23.085262347604505,2.0,True,True,All,5-Day,Pooled OLS,,,,,
iv_atm_30d,0.001321689486522399,0.0002448598635187868,5.397738394234597,1.9999996239641074,True,True,All,5-Day,Pooled OLS,,,,,
iv_term_slope,0.0011337249658925116,0.00014940411420353143,7.588311553107913,1.99999999999975,True,True,All,5-Day,Pooled OLS,,,,,
iv_skew_25d,-0.0003731299458349166,0.0002595318279233911,-1.4377039949992474,1.7161438664739022,False,False,All,5-Day,Pooled OLS,,,,,
implied_skewness,-0.004685283351910465,0.0002373842080273201,-19.737131592895366,2.0,True,True,All,5-Day,Pooled OLS,,,,,
implied_kurtosis_proxy,0.006342364539424326,0.0001582948425536675,40.06677941685966,2.0,True,True,All,5-Day,Pooled OLS,,,,,
pc_volume_ratio,-0.0021326441497677238,9.927152874459023e-05,-21.48293852968333,2.0,True,True,All,5-Day,Pooled OLS,,,,,
pc_oi_ratio,0.0026340534130510304,0.00012007776063765926,21.936230314949164,2.0,True,True,All,5-Day,Pooled OLS,,,,,
net_gamma_exposure,0.003020589170580747,0.00010150654768395594,29.757579579845956,2.0,True,True,All,5-Day,Pooled OLS,,,,,
rv_daily,-0.0055540593167479335,0.0002847807380142027,-19.502931818622294,2.0,True,True,All,5-Day,Pooled OLS,,,,,
rv_w,0.0034830975825020493,0.0003031050099749578,11.491389016597974,2.0,True,True,All,5-Day,Pooled OLS,,,,,
const,,,,,,,All,5-Day,Fama-MacBeth,0.002323011347847268,0.0003975497484822125,5.843322393527326,True,True
iv_atm_30d,,,,,,,All,5-Day,Fama-MacBeth,0.0019895227580187195,0.0008178968950928024,2.4324860137694726,True,False
iv_term_slope,,,,,,,All,5-Day,Fama-MacBeth,-0.00017906197873352099,0.0004063020112272963,-0.4407115243969316,False,False
iv_skew_25d,,,,,,,All,5-Day,Fama-MacBeth,-0.005148340935834503,0.004263900455576926,-1.2074252177019709,False,False
implied_skewness,,,,,,,All,5-Day,Fama-MacBeth,-0.00044319883202484605,0.001834544753947494,-0.2415851840469904,False,False
implied_kurtosis_proxy,,,,,,,All,5-Day,Fama-MacBeth,0.006308505476169659,0.0022892217150185133,2.755742458138722,True,True
pc_volume_ratio,,,,,,,All,5-Day,Fama-MacBeth,-0.0006773779408863298,0.0005625090923136969,-1.2042079855103454,False,False
pc_oi_ratio,,,,,,,All,5-Day,Fama-MacBeth,0.0005499456194883337,0.0015395657076609115,0.3572082807195514,False,False
net_gamma_exposure,,,,,,,All,5-Day,Fama-MacBeth,0.0017513420089170294,0.0003664082298004829,4.7797562021755695,True,True
rv_daily,,,,,,,All,5-Day,Fama-MacBeth,0.002703563259829668,0.0028078360685473446,0.9628636408351209,False,False
rv_w,,,,,,,All,5-Day,Fama-MacBeth,0.0003930840057773764,0.0010368414426902908,0.37911679606231974,False,False