Dynamic Transmission of Correlation between Investor Attention and Stock Price: Evidence from China’s Energy Industry Typical Stocks

Table 1

Normality and Pearson correlation results of PetroChina and Sinopec.

	Shapiro–Wilk test	Lilliefor test	Pearson correlation
PetroChina
SP-S	0.8748	0.1636	−0.2064
IA-S	0.5581	0.3008
Sinopec
SP-P	0.8223	0.2069	−0.0959
IA-P	0.6996	0.2499

Note: represents significant at 1% level.