Table 9 Normalizing coefficients.

From: The influence of changes in income, oil, and the interest rate on the Saudi Arabian stock market

Variable

Coefficient

t-statistic

p-value

IN

2.423786***

4.489583

0.0005

OilPos

−0.048954

−0.097942

0.9234

OilNeg

−0.783145**

−2.463121

0.0273

RPos

−39.28403***

−4.836087

0.0003

RNeg

−7.265278

−1.089670

0.2943

  1. *, **, and *** denote statistical significance at the 10%, 5%, and 1% level, respectively.
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