Research Article
The Measurement Method of Investor Sentiment and Its Relationship with Stock Market
Table 10
The correlation coefficient of each regime.
| | | SENT | R | VOL |
| | Regime 1 | | | | | SENT | 1.000 | | | | R | −0.047 | 1.000 | | | VOL | 0.051 | −0.130 | 1.000 | | Regime 2 | | | | | SENT | 1.000 | | | | R | 0.319 | 1.000 | | | VOL | −0.194 | −0.360 | 1.000 |
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