1. table of the regression coefficients and t-statistics with indication of their statistical significance. include correct astersiks indicating significance levels fo the june regression

Coefficient term	Non-June daily abnormal returns	Statistically significant relationships	June daily abnormal returns
(1)		(2)
Intercept	0.0001		0.0001
(1.2299)		(0.3561)
1		-0.0111*	Positive REX-1predicts lower AR (reversal relationship)	-0.0098
(-2.1365)	(-0.5240)
2		0.0378**	Negative REX-1predicts lower AR (momentum relationship)	0.0332
(7.3388)	(1.9757)
3		-0.0027	Not significant	-0.0039
(-1.8788)	(-0.7969)
4		-0.0101**	Negative REX [-20,-2]predicts higher AR (reversal relationship)	0.0035
(-7.6116)	(0.7908)
5		0.0005		0.0018
(1.4002)	(1.4288)
6		-0.0016**		0.0039
(-3.4437)	(2.0794)
7		-0.0159		0.0410
(-1.8825)	(1.2965)
8		0.0003**		0.0000
(5.4343)	(0.1295)
9		0.0005*		-0.0007
(2.3454)	(-1.0933)
10		-0.0006*		-0.0014
(-2.4846)	(-2.0157)
11		0.0004*		0.0002
(2.4231)	(0.3570)
	Obs.	82,586		7,292
	Adj. R-squared	0.0022	0.0022