Figures & data
Table 1. Top 30 negative T-Statistic words
Table 2. Estimation selection process
Table 3. Variable definitions
Table 4. Descriptive statistics
Table 5. Pearson correlation matrix
Table 6. Two-Stage Least Squares (2SLS) regression results before and during the pandemic
Table 7. Two-Stage Least Squares (2SLS) regression results in subsamples
Table 8. Equal-weighted and value-weighted portfolios are sorted by IVOL