The Effect of Online Investor Sentiment on Stock Movements: An LSTM Approach

Table 2

Descriptive statistics.

Variables	Mean	Std	Min	Max
Sentiment (S)	0.1611	2.3826	−15.0960	15.0822
Volume (V)	114464	173806.1	1554.3	2089495
Stock return (R)	0.0009	0.0274	−0.1014	0.1020
Order imbalance (B)	−0.3481	5.5534	−16.5944	16.7762
Market value (MV)	114464	173806.1	1554.3	2089495
Book-to-market ratio (BMR)	0.5039	0.3618	0	2.2120
BETA	1.0280	0.5042	−2.3719	5.4902