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 |