Research Article

A PLS Approach to Measuring Investor Sentiment in Chinese Stock Market

Table 1

Descriptive statistical results of indexes after pretreatment.

VariableMean valueStandard deviationSkewnessKurtosisJ-B statisticsProbADF testProb

<0.001

Notes. Prob represents the p value corresponding to the left statistic. The smaller the p value, the more the reason to reject the original hypothesis.