Research Article

Investor Sentiment and Stock Price Crash Risk in the Chinese Stock Market

Table 3

Descriptive statistics of the Shenzhen Stock Exchange 100 Index.

VariableSkewt + 1Duvolt + 1RettSigmatSizetPbtLevtRoat

Mean0.000−0.353−0.265−0.0010.04622.72712.0550.4550.063
Standard deviation5.2190.7320.4960.0010.0171.280332.8640.2030.055
Minimum−5.426−3.576−2.631−0.0140.01215.715−18.7100.019−0.148
Maximum10.6183.7091.7460.0000.15927.78415512.1800.9690.390