Table 1 Descriptive Statistics.

	Mean	Median	Maximum	Minimum	Std. Dev.	Skewness	Kurtosis	Jarque-Bera
GSCP	−0.027	−0.041	2.842	−3.530	0.848	−0.211	6.191	86.361***
Utilities	0.005	0.003	0.331	−0.274	0.079	0.081	5.864	79.558***
Telecom Services	0.006	0.013	0.313	−0.396	0.093	−0.642	6.055	106.119***
Materials	0.005	0.008	0.272	−0.379	0.099	−0.513	4.665	36.963***
Information Technology	0.005	0.004	0.275	−0.333	0.101	−0.332	3.828	10.878***
Industrial	0.004	0.002	0.350	−0.345	0.088	−0.189	5.661	69.817***
Health	0.009	0.015	0.290	−0.292	0.085	−0.296	4.235	18.142***
Financial	0.008	0.008	0.354	−0.353	0.087	−0.126	5.631	67.514***
Energy	0.004	0.003	0.253	−0.390	0.092	−0.441	4.762	37.519***
Consumer Discretionary	0.006	0.009	0.325	−0.337	0.087	−0.372	4.921	41.011***
Consumer Staples	0.012	0.015	0.236	−0.328	0.085	−0.476	4.230	23.385***

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