Table 3 Correlation analysis among variables

RV

1

RBV

0.901***

1

Jump

0.651***

0.346***

1

SentiTrade

0.415***

0.430***

0.203***

1

SentiIntern

0.061***

0.071***

0.008

0.072***

1

VPIN

0.630***

0.632***

0.320***

0.397***

0.080***

1

BM

− 0.255***

− 0.290***

− 0.047***

− 0.228***

− 0.090***

− 0.193***

1

Size

0.015***

0.051***

− 0.073***

− 0.002

0.076***

0.087***

− 0.267***

1

SenNum

0.416***

0.409***

0.232***

0.281***

− 0.169***

0.389***

− 0.180***

0.313***

1

Return

0.114***

0.116***

0.095***

0.081***

0.217***

0.165***

− 0.040***

0.042***

0.017***

1

CS

0.184***

0.181***

0.091***

0.105***

− 0.057***

0.187***

− 0.006

0.011**

0.091***

− 0.005

1

TS

0.071***

0.067***

0.047***

0.053***

− 0.110***

0.056***

0.054***

− 0.021***

0.060***

0.013**

0.391***

1