Financial Innovation

Table 2 Regression of CSSD_t

From: Herding behavior in Ramadan and financial crises: the case of the Pakistani stock market

Criterion	Constant	D_U	D_L	Adj. R²	F-Statistic
1%	0.0303 (79.50)^***	0.0436 (11.71)^***	0.0420 (11.08)^***	0.0865	(128.6)^***
5%	0.0294 (73.13)^***	0.0161 (9.240)^***	0.0192 (10.97)^***	0.0670	(97.80)^***
10%	0.0285 (66.896)^***	0.0114 (9.005)^***	0.0154 (12.07)^***	0.0701	(102.5)^***

*** means that variable is significant at 1% level of significance

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