Table 4 The unit root testing results
Variable | IPS | ADF |
|---|---|---|
RV | − 77.0527*** | 316.4441*** |
RBV | − 81.074*** | 339.7782*** |
Jump | − 130.00*** | 360.7965*** |
SentiIntern | − 120.00*** | 360.7965*** |
SentiTrade | − 74.8503*** | 295.7380*** |
VPIN | − 86.5357*** | 318.6713*** |
BM | − 3.3807*** | 3.5833*** |
Size | − 2.7788*** | 2.4525*** |
SenNum | − 71.2984*** | 248.2016*** |
Return | − 160.0*** | 360.7965*** |
CS | − 14.9998*** | 18.2447*** |
TS | − 120.00*** | 360.7965*** |