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Financial Innovation

Table 4 Granger causality test

From: An empirical examination of investor sentiment and stock market volatility: evidence from India

Null Hypothesis

 

F-Statistic

p Value

LOG_RETURN does not Granger cause RASI1

 

0.619

0.539

RASI1 does not Granger cause LOG_RETURN

 

2.643

0.074a

  1. aSignificant at the 10% level
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