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Table 5 Fixed effects panel regression results

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

  Dependent variable: CAR Dependent variable: LVOL
Coefficient Std. Errors p-value Coefficient Std. Errors p-value
Constant 0.873 1.620 0.592 1.123 0.221 0.000
COV-19 − 0.030 0.014 0.041 0.025 0.003 0.000
VAC 0.006 0.003 0.091 − 0.003 0.001 0.004
CASES − 0.571 0.554 0.307 0.302 0.114 0.010
FX 0.741 0.407 0.074 0.036 0.042 0.389
GOLD − 0.566 0.286 0.052 − 0.035 0.025 0.172
BOND − 0.342 0.396 0.391 0.172 0.066 0.012
R2 0.090 0.371
F-stat 2.66 [0.023] 25.94 [0.000]
Time Effect No No