Variable name

Variable Codes

p-value

Investor sentiment

sentiment

0.000***

Investor sentiment first order differential

Diff_1_sentiment

0.000***

Investor sentiment second order differential

Diff_2_sentiment

0.000***

SSE

y

0.187

SSE First Order Difference

Diff_1_y

0.000***

SSE Second Order Difference

Diff_2_y

0.000***