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Financial Innovation

Table 5 Integrity factors for 2019 to 2022

From: The game of lies by stock investors in social media: a study based on city lockdowns in China

 

OP

CP

HP

LP

PCP

Overall

IS

0.343*****

0.377*****

0.355*****

0.362*****

0.347*****

0.357*****

  1. *, **, ***, ****, and ***** represent significance levels of 0.1, 0.05, 0.01, 0.001, and 0.0001, respectively. OP, CP, HP, and LP represent the opening, closing, highest, and lowest prices of the day, respectively. PCP represents the previous day's closing price. The overall column uses the mean of OP, CP, HP, LP, and PCP as price proxies for calculating correlations
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