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Table 6 Regression analysis results: BitCoin returns

From: Bitcoin fluctuations and the frequency of price overreactions

Parameter All overreactions Negative and positive overreactions as separate variables Regression with dummy variables
a 0 − 0.0442
(0.72)
0.0395
(0.55)
0.0119
(0.88)
Slope for the overreactions (all overreactions) 0.0328
(0.00)
Slope for the overreactions (negative overreactions) − 0.1597
(0.00)
0.0023
(0.00)
Slope for the overreactions (positive overreactions) 0.2076
(0.00)
0.0922
(0.00)
F-test 3.93
(0.05)
77.64
(0.00)
8.71
(0.00)
Multiple R 0.25 0.86 0.36
  1. This table presents coefficient estimates and p-values (in parentheses) from the regression models of BitCoin returns. The first column defines the parameter, the second reports coefficient estimates for all overreactions, the third for negative and positive overreactions as separate variables, the fourth for a regression analysis with dummy variables