Corporate Risk Information Disclosure Based on Semantic Analysis Methods

Table 5

Descriptive statistics results.

Variable name	Model variable name	Average value	Standard deviation	Median
Negative weekly return skewness	NCSKE	-0.15695	0.859608	-0.36935
Stock volatility ratio	DUVOL	3.681745	0.737948	-0.22566
Risk information disclosure score	Risk	1.779564	1.428184	4
Disclosure of internal risk information	Risk1	1.883812	1.046066	2
External risk information disclosure	Risk2	0.080101	1.053377	2
Average excess turnover	Dturn	-0.00036	0.429211	0.093949
Weekly return	RET	0.060879	0.00845	-0.00095
Weekly return standard deviation	Sigma	0. 706007	0.021681	0.057316
Market to account ratio	MB	22. 14004	0.753703	0. 465022
Company size	Size	0.422304	1.237735	22.0009
Financial leverage	LEV	0.041794	0.2092	0. 408265