spb/wp17_uqo

1{2  "n_firms": 2226,3  "car_60d": {4    "High": 2.68,5    "Mid": 1.36,6    "Low": 1.74,7    "H_minus_L": 0.94,8    "t_welch": 0.65,9    "p": 0.513910  },11  "car_6m": {12    "High": -4.59,13    "Mid": -8.54,14    "Low": -12.31,15    "H_minus_L": 7.72,16    "t_welch": 3.28,17    "p": 0.001118  },19  "car_1y": {20    "High": -6.5,21    "Mid": -16.27,22    "Low": -20.46,23    "H_minus_L": 13.96,24    "t_welch": 3.94,25    "p": 0.000126  },27  "car_18m": {28    "High": -9.65,29    "Mid": -20.63,30    "Low": -21.83,31    "H_minus_L": 12.18,32    "t_welch": 2.29,33    "p": 0.022234  },35  "xsec_1y": {36    "ai_pre_pct": 7.314,37    "t": 4.5,38    "n": 2000,39    "r2": 0.02340  },41  "xsec_1y_sector": {42    "ai_pre_pct": 5.799,43    "t": 3.2644  },45  "by_size": {46    "large": {47      "n": 997,48      "H_minus_L_1y": 19.52,49      "t_welch": 5.0950    },51    "small": {52      "n": 1009,53      "H_minus_L_1y": 9.92,54      "t_welch": 1.5555    },56    "sp500": {57      "n": 478,58      "H_minus_L_1y": 11.3,59      "t_welch": 1.9260    },61    "non_sp500": {62      "n": 1748,63      "H_minus_L_1y": 13.51,64      "t_welch": 3.1565    }66  },67  "cda": [68    {69      "horizon": "car_60d",70      "days": 60,71      "HL_CAR_pct": 0.94,72      "t_cda": 0.3,73      "t_event_sd": 0.31,74      "kp_factor": 0.131,75      "rho_bar": 0.037176    },77    {78      "horizon": "car_6m",79      "days": 125,80      "HL_CAR_pct": 7.72,81      "t_cda": 1.73,82      "t_event_sd": 1.8,83      "kp_factor": 0.131,84      "rho_bar": 0.037185    },86    {87      "horizon": "car_1y",88      "days": 250,89      "HL_CAR_pct": 13.96,90      "t_cda": 2.21,91      "t_event_sd": 2.3,92      "kp_factor": 0.131,93      "rho_bar": 0.037194    },95    {96      "horizon": "car_18m",97      "days": 395,98      "HL_CAR_pct": 12.18,99      "t_cda": 1.53,100      "t_event_sd": 1.59,101      "kp_factor": 0.131,102      "rho_bar": 0.0371103    }104  ],105  "n_high": 741,106  "n_low": 743107}