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Table 3 Results for the ANOVA model (1)

From: Profitability of technical trading strategies under market manipulation

  Df Sum Sq Mean Sq F value Pr(>F)
\(\alpha _i\) 1 0.0 0.00247 20.140 \(7.20\mathrm{e}^{-06}\)
\(\text {CLOSING}_k\) 1 0.0 0.00466 38.085 \(6.77\mathrm{e}^{-10}\)
\(\text {LUNCH}_j\) 2 0.0 0.01114 91.002 \(< 2\mathrm{e}^{-16}\)
\(\text {MONTH}_l\) 11 0.4 0.03959 323.412 \(< 2\mathrm{e}^{-16}\)
\(\text {YEAR}_m\) 7 0.1 0.00977 79.792 \(< 2\mathrm{e}^{-16}\)
\(\text {STRATEGY}_n\) 74 0.0 0.00067 5.482 \(< 2\mathrm{e}^{-16}\)
\(\text {STOCK}_h\) 36 0.5 0.01268 103.577 \(< 2\mathrm{e}^{-16}\)
Residuals 10536595 1289.8 0.00012