Predicting abnormal trading behavior from internet rumor propagation: a machine learning approach

Financial Innovation

Table 4 Descriptive statistics

Variable	Mean	Median	Std. Dev	Skewness	Kurtosis	AD
PA_90	439.40	37.00	1624.28	10.72	150.30	1393.20*
PA_60	352.80	27.00	1402.82	11.18	158.83	1454.94*
PA_30	220.14	16.50	939.10	12.04	185.72	1519.90*
PV_90	86.60	5.00	283.91	9.11	127.76	1363.38*
PV_60	132.67	7.00	522.89	12.98	254.49	1444.16*
PV_30	132.52	7.00	638.60	15.23	300.93	1592.26*
RA_90	3548.32	106.00	18,073.39	11.54	164.12	1709.99*
RA_60	3048.56	80.00	16,185.16	11.47	160.97	1756.40*
RA_30	2008.42	47.00	10,884.81	11.53	165.74	1792.91*
RV_90	499.76	9.00	2473.34	13.99	268.77	1692.36*
RV_60	1040.13	16.00	6089.55	14.23	269.71	1792.09*
RV_30	1179.16	15.00	7032.63	13.7	241.72	1842.37*
LA_90	7,235,764.00	269,581.00	31,439,316.00	11.01	161.28	1660.47*
LA_60	6,115,036.00	189,712.50	27,998,175.00	11.54	174.58	1684.70*
LA_30	4,033,419.00	92,133.50	19,796,518.00	12.59	207.17	1758.51*
LV_90	1,120,728.00	7755.50	5,008,407.00	12.44	254.21	1582.99*
LV_60	2,081,616.00	14,585.50	10,092,019.00	13.55	285.50	1622.77*
LV_30	2,346,409.00	17,171.00	13,394,405.00	15.76	319.85	1671.99*
S600_30	− 0.26	0.00	2.37	− 0.04	23.04	406.13*
S600_60	− 0.27	0.00	3.46	0.36	18.83	336.44*
S600_90	− 0.34	0.00	4.10	0.30	13.95	358.16*
S20_30	0.25	− 0.01	2.22	0.66	11.54	407.94*
S20_60	0.35	− 0.02	3.07	0.69	9.12	402.70*
S20_90	0.43	− 0.02	3.77	0.97	9.10	354.13*