Dynamic Cross-Correlation between Online Sentiment and Stock Market Performance: A Global View

Table 3

Statistical characteristics of dynamic cross-correlation between financial markets return and online sentiment.

	Mean	Std	Min	Max
S & P500	0.6684	0.0848	0.4595	0.8569
NASDAQ	0.6705	0.0746	0.4648	0.8347
Nikkei	0.6878	0.0638	0.5027	0.8514
DAX	0.6739	0.0627	0.4869	0.8128
BVSP	0.6798	0.0834	0.4291	0.8728
JKSE	0.6448	0.0813	0.4197	0.8478
MXX	0.6450	0.0763	0.4023	0.8317
BSE	0.6685	0.0650	0.5011	0.8104