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 |