Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets

Financial Innovation

Table 2 Descriptive statistics

Variable	Mean	SD	Min	P25	Median	P75	Max
RV	0.00103	0.00339	0	0.000294	0.000509	0.000995	0.407
RBV	0.000767	0.00120	0	0.000234	0.000420	0.000826	0.0385
Jump	0.000279	0.00299	0	1.38e−05	6.06e−05	0.000154	0.389
SentiIntern	− 0.746	0.540	− 3.555	− 1.099	− 0.747	− 0.405	2.079
SentiTrade	1.42e−10	0.749	− 5.701	− 0.357	− 0.0805	0.220	8.297
VPIN	0.273	0.129	0	0.180	0.241	0.336	0.970
BM	0.583	0.338	0.0555	0.319	0.520	0.792	1.978
Size	2.360e+10	4.510e+10	1.590e+09	5.380e+09	9.410e+09	2.380e+10	8.180e+11
SenNum	63.41	103.0	0	21	38	71	4199
Return	5.050e−04	0.0284	− 0.223	− 0.0139	0	0.0131	0.182
CS	0.775	0.109	0.474	0.697	0.752	0.852	1.115
TS	0.680	0.259	0.314	0.518	0.582	0.770	1.470