Table 8 Bootstrap testing results
Explained variables | Explanatory variables | Ind_eff Coef | SE | z | P >|z| | 95% Conf. Interval | |
|---|---|---|---|---|---|---|---|
RV | SentiTrade | 0.0060 | 0.0007 | 8.17 | 0.000 | 0.0046 | 0.0075 |
SentiIntern | 0.0041 | 0.0005 | 7.70 | 0.012 | 0.0030 | 0.0051 | |
SentiTrade & SentiIntern | 0.0057 | 0.0008 | 7.57 | 0.000 | 0.0042 | 0.0072 | |
RBV | SentiTrade | 0.0113 | 0.0009 | 12.32 | 0.000 | 0.0095 | 0.0131 |
SentiIntern | 0.0074 | 0.0008 | 9.01 | 0.000 | 0.0058 | 0.0090 | |
SentiTrade & SentiIntern | 0.0107 | 0.0009 | 11.93 | 0.000 | 0.0090 | 0.0125 | |
Jump | SentiTrade | 0.0170 | 0.0017 | 9.96 | 0.000 | 0.0136 | 0.0203 |
SentiIntern | 0.0115 | 0.0011 | 10.02 | 0.000 | 0.0092 | 0.0137 | |
SentiTrade & SentiIntern | 0.0155 | 0.0016 | 9.65 | 0.000 | 0.0123 | 0.0186 | |