Three, this function returns a value of type Double. The pattern resembles an inverted J with the pattern start (point A in Figure 44. The independent variables are: Thursday and Friday are dummy variables for these days; Insider Trading Period is a dummy variable for intervals of insider trading; Insider Period and Remaining Day equals one on Thursday for all intervals after the first insider trade; and Nasdaq is a dummy variable for Nasdaq stocks, which is zero for exchange-listed stocks. The two interaction terms measure the effect of insider trading on Nasdaq stocks.