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.
| Variable | | Skewt+1 | Duvolt+1 | Rett | Sigmat | Sizet | Pbt | Levt | Roat |
| Mean | 0.000 | −0.257 | −0.172 | −0.001 | 0.048 | 23.119 | 7.129 | 0.527 | 0.038 | Standard deviation | 5.219 | 0.719 | 0.486 | 0.001 | 0.019 | 1.481 | 73.426 | 0.203 | 0.067 | Minimum | −5.426 | −3.730 | −2.104 | −0.012 | 0.009 | 18.072 | −2721.501 | 0.030 | −0.979 | Maximum | 10.618 | 3.930 | 2.642 | 0.000 | 0.156 | 28.509 | 847.883 | 2.160 | 0.664 |
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