1var,coef,se,t,p,n,n_firms,n_quarters,spec2lfds5,-0.07626040716437224,0.002387413689945347,-31.942686550531594,0.0,84759,3598,44,S_on_lfds53f_roa,-0.008973819418816214,0.004505159861431894,-1.99189811123906,0.052757092947661954,84759,3598,44,S_on_lfds54f_leverage,0.0036978242362768607,0.0041638392689344016,0.8880804463000316,0.3794383624982709,84759,3598,44,S_on_lfds55f_log_mcap,-0.002889447418807761,0.0005504177192753398,-5.249553780012576,4.4535168746140386e-06,84759,3598,44,S_on_lfds56wd_ret20,0.003328549861349775,0.0016749720543582519,1.9872271019023504,0.05329097953658901,84759,3598,44,S_on_lfds57wd_vol20,0.06165992925460927,0.018189138882567034,3.3899311920536177,0.0015078227976563774,84759,3598,44,S_on_lfds58last_surprise,0.007459865068857213,0.0016728457018892401,4.459386218604837,5.8134948867749614e-05,84759,3598,44,S_on_lfds59mean_surprise4,-0.004997583684805981,0.0018710736637043432,-2.6709711016464137,0.01063550121936796,84759,3598,44,S_on_lfds510lfds2,-0.07649100629068198,0.002374381137029909,-32.21513391332103,0.0,84759,3598,44,S_on_lfds2_and_dlfds11d_lfds,-0.012912792562473413,0.0073448044285234606,-1.7580852816620598,0.08584957352091194,84759,3598,44,S_on_lfds2_and_dlfds12f_roa,-0.008916639044289295,0.0044634061352110494,-1.9977207482750563,0.05209806170720266,84759,3598,44,S_on_lfds2_and_dlfds13f_leverage,0.003504069135495776,0.004121010975455573,0.8502935702830554,0.39987181298485086,84759,3598,44,S_on_lfds2_and_dlfds14f_log_mcap,-0.0028400272035620042,0.0005478740880147564,-5.183722438586129,5.53433462124886e-06,84759,3598,44,S_on_lfds2_and_dlfds15wd_ret20,0.003378678931668956,0.0016794368471664803,2.011792784807247,0.05053468553546958,84759,3598,44,S_on_lfds2_and_dlfds16wd_vol20,0.06111248224798598,0.018154327576232025,3.3662762771778754,0.0016136270855482415,84759,3598,44,S_on_lfds2_and_dlfds17last_surprise,0.007521069625105809,0.0016571928247663945,4.538439650899414,4.516711865454326e-05,84759,3598,44,S_on_lfds2_and_dlfds18mean_surprise4,-0.00501011605075285,0.0018531421778573034,-2.7035788784138512,0.00978519703574876,84759,3598,44,S_on_lfds2_and_dlfds19lfds5,0.9681479311147265,0.018046039367466578,53.64877641019142,0.0,84759,3598,44,y_on_lfds520f_roa,0.024148665590300374,0.014279192046106847,1.6911787104148088,0.09803944034931034,84759,3598,44,y_on_lfds521f_leverage,-0.02323558809280557,0.016907885403217474,-1.3742456574956423,0.17648627897639346,84759,3598,44,y_on_lfds522f_log_mcap,0.012009898740477408,0.0037789895510296247,3.1780714337262954,0.0027458406774059085,84759,3598,44,y_on_lfds523wd_ret20,-0.008830731034012742,0.0156668857077134,-0.5636558023567529,0.5759163549025796,84759,3598,44,y_on_lfds524wd_vol20,-0.33754924949331283,0.09731941511922503,-3.468467716126167,0.0012019813808823443,84759,3598,44,y_on_lfds525last_surprise,-0.010249165059218041,0.0038720976019496057,-2.646928386840656,0.011305456364435251,84759,3598,44,y_on_lfds526mean_surprise4,0.004308035408186371,0.0,inf,0.0,84759,3598,44,y_on_lfds527lfds2,-0.07649977275467745,0.0023737963635632473,-32.22676297298119,0.0,84759,3598,44,dlfds_x_size28d_lfds,-0.022842711927666917,0.008187966374066559,-2.7897906371496335,0.00783000033298209,84759,3598,44,dlfds_x_size29dlfds_x_size0,0.032716692411898306,0.014309403635158499,2.286377073850424,0.027218496406752557,84759,3598,44,dlfds_x_size30dlfds_x_size2,-0.008882112263464532,0.009629380129236666,-0.922397095582167,0.36146830928207185,84759,3598,44,dlfds_x_size31f_roa,-0.008888325613476718,0.004447088384527001,-1.998684272703542,0.05198969588682334,84759,3598,44,dlfds_x_size32f_leverage,0.003482066141516478,0.004106127067327565,0.8480171422904234,0.40112431711235996,84759,3598,44,dlfds_x_size33f_log_mcap,-0.0028478118307995385,0.0005490098292809715,-5.187178223255615,5.4716313147018525e-06,84759,3598,44,dlfds_x_size34wd_ret20,0.0034212412917904366,0.0016705302419407415,2.047997220221409,0.04669816254672288,84759,3598,44,dlfds_x_size35wd_vol20,0.0613795434688727,0.018039104576857246,3.402582606434791,0.0014539833290259097,84759,3598,44,dlfds_x_size36last_surprise,0.007556398338199686,0.0016536589798863183,4.5695021948958034,4.08888940326424e-05,84759,3598,44,dlfds_x_size37mean_surprise4,-0.005014750296467155,0.0018479696779338654,-2.7136539935405914,0.009535430274086876,84759,3598,44,dlfds_x_size38lfds2,-0.07650125421384289,0.002374149956976699,-32.2225872839395,0.0,84759,3598,44,dlfds_x_illiq39d_lfds,-0.014824177715601614,0.009000260888398606,-1.647083112302897,0.10683084628497586,84759,3598,44,dlfds_x_illiq40dlfds_x_illiq0,-0.011769183334775389,0.011320049811805798,-1.03967593168196,0.3043013755886017,84759,3598,44,dlfds_x_illiq41dlfds_x_illiq2,0.01520662568278996,0.015719526532822145,0.9673717367402094,0.3387679377530435,84759,3598,44,dlfds_x_illiq42f_roa,-0.008906217725928619,0.004457959223983136,-1.9978239545158993,0.052086444947705646,84759,3598,44,dlfds_x_illiq43f_leverage,0.0035033232492619843,0.00411245383263904,0.8518814780259394,0.39899957973095335,84759,3598,44,dlfds_x_illiq44f_log_mcap,-0.0028445720081963126,0.0005486318892745812,-5.184846276357536,5.513865535933249e-06,84759,3598,44,dlfds_x_illiq45wd_ret20,0.0034097000746383583,0.0016772072261897644,2.0329629048787408,0.04825941151524238,84759,3598,44,dlfds_x_illiq46wd_vol20,0.061290959061269724,0.018057507681284557,3.3942092199575167,0.001489407962580902,84759,3598,44,dlfds_x_illiq47last_surprise,0.007539182942571818,0.0016513110527309515,4.565574081335831,4.140711167943678e-05,84759,3598,44,dlfds_x_illiq48mean_surprise4,-0.005011704193386429,0.0018502023844832252,-2.7087329664134194,0.009656680530130135,84759,3598,44,dlfds_x_illiq49lfds2,-0.07649543979114545,0.0023754203545333415,-32.202906590893974,0.0,84759,3598,44,dlfds_x_lev50d_lfds,-0.02385566725748286,0.00828172629891302,-2.8805186740612188,0.006168176822811677,84759,3598,44,dlfds_x_lev51dlfds_x_lev0,0.03004427326218785,0.01027074842182171,2.9252272598123805,0.005476075934257807,84759,3598,44,dlfds_x_lev52dlfds_x_lev2,0.0010655280321020724,0.009194912164378817,0.11588235026648093,0.9082852869507017,84759,3598,44,dlfds_x_lev53f_roa,-0.008911014528462744,0.004457917448095756,-1.9989186951564508,0.05196336036031268,84759,3598,44,dlfds_x_lev54f_leverage,0.0035121422925434146,0.0041159888158019695,0.8532924771466125,0.39822551742693935,84759,3598,44,dlfds_x_lev55f_log_mcap,-0.002831338853081771,0.0005473488924739695,-5.172822841176064,5.736799383759816e-06,84759,3598,44,dlfds_x_lev56wd_ret20,0.0033893260794394175,0.0016798485051624766,2.01763794117351,0.04989735594169731,84759,3598,44,dlfds_x_lev57wd_vol20,0.06133963177094963,0.018172592662677133,3.3753924335149463,0.0015720406137293974,84759,3598,44,dlfds_x_lev58last_surprise,0.00754612481735791,0.0016543079072541202,4.56149957590618,4.195145266439049e-05,84759,3598,44,dlfds_x_lev59mean_surprise4,-0.005014879734985335,0.001852155880360303,-2.7075905371473277,0.009685031792914245,84759,3598,44,dlfds_x_lev60