Quantifying the Cross-Correlations between Online Market Participation Willingness and Stock Market Dynamics

Table 2

The mutual information between Chinese stock market and market participation willingness.

Market index	and return	and	and volatility
SSE50	0.884	0.894	0.879
CSI300	0.885	0.893	0.879
SME	0.891	0.896	0.889
GEM	0.893	0.898	0.890

This table reports the mutual information between Chinese stock market and YSI.