Research Article

Investor Sentiment and Stock Price Crash Risk in the Chinese Stock Market

Table 2

Descriptive statistics of the Shanghai Stock Exchange 180 Index.

VariableSkewt+1Duvolt+1RettSigmatSizetPbtLevtRoat

Mean0.000−0.257−0.172−0.0010.04823.1197.1290.5270.038
Standard deviation5.2190.7190.4860.0010.0191.48173.4260.2030.067
Minimum−5.426−3.730−2.104−0.0120.00918.072−2721.5010.030−0.979
Maximum10.6183.9302.6420.0000.15628.509847.8832.1600.664