|
|
ANOVA |
|
|
Model 2 |
Sum of Squares |
df |
Mean Square |
F |
Sig. |
Regression |
494.543 |
13 |
38.042 |
2.766 |
0.001 |
Residual |
5665.880 |
412 |
13.752 |
|
|
Total |
6160.423 |
425 |
|
|
|
Model 2 |
Unstandardized Coefficients |
Standardized Coefficients |
t |
Sig. |
|
B |
Std. Error |
Beta |
|
(Constant) |
0.079 |
0.213 |
|
0.373 |
0.710 |
Debt Ratio |
-0.016 |
0.014 |
-0.066 |
-1.177 |
0.240 |
Dividend Yield |
0.049 |
0.087 |
0.029 |
0.559 |
0.577 |
Earnings Per Share |
-5.286 |
2.540 |
-0.171 |
-2.081 |
0.038 ** |
Market-To-Book Value |
-0.046 |
0.502 |
-0.005 |
-0.092 |
0.926 |
Prior Announcement Returns |
-0.053 |
0.023 |
-0.122 |
-2.268 |
0.024 ** |
Return on Assets |
0.075 |
0.058 |
0.103 |
1.291 |
0.198 |
Firm Size |
-0.476 |
0.406 |
-0.081 |
-1.172 |
0.242 |
Debt Ratio x Firm Size |
0.005 |
0.017 |
0.015 |
0.279 |
0.781 |
Dividend Yield x Firm Size |
0.007 |
0.133 |
0.003 |
0.056 |
0.956 |
Earnings Per Share x Firm Size |
9.088 |
2.492 |
0.233 |
3.646 |
0.000 *** |
Market-To-Book Value x Firm Size |
0.284 |
0.742 |
0.021 |
0.383 |
0.702 |
Prior Announcement Returns x Firm Size |
5.970 |
3.765 |
0.085 |
1.586 |
0.114 |
Return on Assets x Firm Size |
-0.126 |
0.074 |
-0.118 |
-1.692 |
0.091 * |