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Table 4 Correlation between financial and sentiment returns

From: Big data analysis for financial risk management

Bank code

Correlation

UCG

0.31

ISP

0.23

BMPS

0.16

UBI

0.33

BP

0.16

MB

0.27

BPE

0.24

PMI

0.26

CRG

0.09

BPSO

0.08

CE

0.14

CVAL

0.22