I have run Fama MacBeth cross section regression of of Excess Return of stocks on Idiosyncratic volatility, the log of market capitalization, book to equity ratio and Beta. I'm getting all significant results. My idiosyncratic volatility is positive which is correct but i am not getting the desired sign of log market capitalization (Positive sign), BM ratio (negative) and Beta (negative). my question is that how to explain these results? Is my results are correct or can i explain them some another way?