Variables

Description

Mean

Std. Dev

Stock log-Returns

RBNTX

Daily BioNTech stock’s log-returns

0.0048

0.0688

RMRNA

Daily Moderna stock’s log-returns

0.0065

0.0563

RPFE

Daily Pfizer stock’s log-returns

0.0002

0.0193

RAZN

Daily AstraZeneca stock’s log-returns

0.0005

0.0201

RNVAX

Daily Novavax stock’s log-returns

0.0100

0.0905

Twitter Sentiment

POT

Daily average polarity point of all tweets

0.0477

0.0334

PPOT

Daily average polarity point of positive tweets

0.2510

0.0238

NPOT

Daily average polarity point of negative tweets

-0.2201

0.0257