The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment

Table 2

One-way ANOVA results (factor: algorithms).

Group 1	Group 2	Mean diff	-adj	Lower	Upper	Reject
BernoulliNB	LinearSVC	−0.0058	0.001	−0.0064	−0.0052	True
BernoulliNB	LogisticRegression	−0.0079	0.001	−0.0085	−0.0073	True
BernoulliNB	MultinomiaNB	−0.0001	0.900	−0.0007	0.0005	False
BernoulliNB	NuSVC	−0.0239	0.001	−0.0245	−0.0234	True
BernoulliNB	SVC	−0.0262	0.001	−0.0268	−0.0256	True
LinearSVC	LogisticRegression	−0.0020	0.001	−0.0026	−0.0015	True
LinearSVC	MultinomiaNB	0.0057	0.001	0.0051	0.0063	True
LinearSVC	NuSVC	−0.0181	0.001	−0.0187	−0.0175	True
LinearSVC	SVC	−0.0204	0.001	−0.0209	−0.0198	True
LogisticRegression	MultinomiaNB	0.0077	0.001	0.0071	0.0083	True
LogisticRegression	NuSVC	−0.0161	0.001	−0.0167	−0.0155	True
LogisticRegression	SVC	−0.0183	0.001	−0.0189	−0.0177	True
MultinomiaNB	NuSVC	−0.0238	0.001	−0.0244	−0.0232	True
MultinomiaNB	SVC	−0.0260	0.001	−0.0266	−0.0254	True
NuSVC	SVC	−0.0022	0.001	−0.0028	−0.0016	True