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23. EXHIBIT 6: Results of regression for log open interest as the dependable variable This exhibit reports the results of regression analysis of the log open interest per company. For definitions of variables see notes below Exhibit 1. The sample consists of data for 420 companies on which stocks are underlying for singlestock futures in the period between October 2005 and January 2008. *** , ** , * denote statistical significance at the 1%, 5%, and 10% level, respectively. All t-statistics are corrected for heteroskedasticity using White’s [1980] procedure and are in parentheses.
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