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Table 1 Description of variables

From: Investor sentiments and stock markets during the COVID-19 pandemic

Variables Definition
CAR Cumulative abnormal returns
LVOL Logarithm of realized volatility
COV-19 Google search volume index for the Covid-19 terms
VAC Google search volume index for the Covid-19 vaccine terms
CASES Logarithmic change in the total Covid-19 cases
FX Logarithmic change in the foreign exchange rate
GOLD Logarithmic change in the gold price
BOND 10-year government bond yield