Research Article
Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis
Table 1
Summary statistics of MATV in the S&P 500 index. Here, the statistics are obtained based on scale-adjusted MATV (divided by 10 million).
| Sectors | Observed | Mean | Maximum | Minimum | Standard deviation | Skewness | Kurtosis |
| Communication services | 195 | 19.4914 | 33.7481 | 12.1475 | 3.8021 | 0.4977 | 0.4525 | Consumer discretionary | 195 | 10.9942 | 23.6278 | 6.5459 | 3.8239 | 1.1698 | 0.5081 | Consumer staples | 195 | 9.9723 | 24.7695 | 5.9175 | 2.8209 | 1.5751 | 3.8429 | Energy | 195 | 14.023 | 39.8828 | 7.8626 | 4.5355 | 2.1723 | 8.1248 | Financial | 195 | 13.3954 | 53.8857 | 3.5619 | 8.5303 | 1.9237 | 5.1907 | Health care | 195 | 8.1234 | 17.7929 | 4.5768 | 2.2544 | 1.2121 | 1.6574 | Industrials | 195 | 7.6887 | 23.1635 | 4.3141 | 3.0851 | 1.9966 | 5.0637 | Information technology | 195 | 33.5651 | 108.5334 | 11.6259 | 18.1847 | 0.8331 | 0.5104 | Materials | 195 | 6.8426 | 20.1044 | 3.0459 | 2.5255 | 1.509 | 4.2935 | Real estate | 195 | 3.8818 | 13.2393 | 1.0849 | 1.8127 | 1.7786 | 6.2873 | Utilities | 195 | 5.3573 | 10.6955 | 2.4811 | 1.3121 | 0.3104 | 1.9175 |
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