Research Article
A PLS Approach to Measuring Investor Sentiment in Chinese Stock Market
Table 3
The correlation between the comprehensive measure index of investor sentiment (PLS) and proxy variables.
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| Notes. The first rows of data in the table are the factors of the composition of the index of the 5 proxy indictors in the sentiment composite index. The correlation coefficient between second lines of data is the composite sentiment index and the proxy indictor. 3–7 lines are the correlation coefficient among behavioral surrogate indictors., , and , respectively, represent significant levels at 1%, 5%, and 10%. | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||