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

Table 4

Correlation matrix.

	S	R	V	B	BMR	MV	Beta
S	1.0000
R	0.0912	1.0000
V	0.0425	0.1031	1.0000
B	0.0458	0.1342	0.2648	1.0000
BMR	0.0171	−0.0234	0.0791	0.1793	1.0000
MV	0.0472	0.0045	0.3019	0.1211	0.2649	1.0000
Beta	−0.0106	−0.0063	0.0668	0.0814	−0.1092	−0.1902	1.0000

Note. Data period is from August 1, 2014, to June 15, 2018. T -statistics are in parentheses and significance at the 0.01, 0.05, or 0.1 level is indicated by an , an , or an , respectively.