This table reports the mean, standard deviation (Std. dev.), skewness (Skew.), kurtosis (Kurt.), minimum (Min), and maximum (Max) of Yu’e Bao Sentiment Index ( and ), the return, volume, and volatility for four stock market indices: SSE50, CSI300, SME, and GEM. The sample period extends from May 5, 2014, through May 10, 2018.