130 The Study of Gambling Preference, Trading Pattern and Excess Comovement in Lottery-Like Stock Returns 解釋變數 LOTTERY_BETA 模式1 PRICE_BETA 模式2 SKEW_BETA 模式3 VOL_BETA 模式4 β3 LOT 0.049 β4 LOT 0.545*** β1 PRICE 0.080** β2 PRICE 0.064 β3 PRICE -0.070* β4 PRICE 0.684*** β1 SKEW 0.220*** β2 SKEW 0.297*** β3 SKEW 0.105** β4 SKEW 0.556*** β1 VOL 0.046** β2 VOL 0.164*** β3 VOL 0.138*** β4 VOL 0.069*** β1 LOT×LOT -0.501*** β2 LOT×LOT -0.273* β3 LOT×LOT -0.088 β4 LOT×LOT 0.624*** β1 PRICE×LOT -0.402*** β2 PRICE×LOT -0.198 β3 PRICE×LOT -0.011 β4 PRICE×LOT 0.265*** β1 SKEW×LOT -0.369*** β2 SKEW×LOT -0.057 β3 SKEW×LOT -0.202** β4 SKEW×LOT 0.036 β1 VOL×LOT -0.209*** β2 VOL×LOT 0.438*** β3 VOL×LOT 0.092* β4 VOL×LOT 0.679*** A 0.202*** 0.116*** -0.047* 0.056***
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