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. 2021 Apr 9;57:101419. doi: 10.1016/j.ribaf.2021.101419

Table 5.

The interaction effect between COVID-19 and fear sentiment.

Variables Eq. (5) Eq. (5−1)
Intercept 0.036**
(2.05)		 −0.0002
(−0.07)
Skew(t−1) 0.176***
(5.13)		 0.174***
(5.10)
rCases(t−1) 0.381**
(2.27)		 −0.0002
(−0.01)
fearSent −0.004**
(−2.17)		 −0.035**
(−2.25)
rCase(t−1)×fearSent −0.032***
(−2.76)
rCase(t−1)×D_fearSent −0.124***
(−3.77)
R2 0.088 0.096

Notes: This table summarizes the estimated results for Model 3, including Equations (5) and (5−1). Equation (5−1) holds the dummy variable, D_fearSent. ***, **, and * represent statistical significance at the 1%, 5%, and 10 % levels, respectively. The t-statistics are presented in parentheses. The total number of observations during this research period was 787.