Table 8 Regional comparison Americas Low...

Table 8

Regional comparison

Americas		Low	High	EMEA	Low	High	APAC	Low	High
ÙSA	Sentiments	−0.017	−0.131***	Germany	0.047	0.036	Japan	0.025	−0.071***
	Bias	−0.096***	−0.057		−0.033	0.093*		−0.079***	0.234***
	Heuristics	−0.194***	0.066**		−0.114***	0.223***		−0.145***	0.0663**
	Framing	−0.034	−0.153***		0.067**	−0.076**		−0.011	−0.038
	COVID	−0.021	−0.117***		−0.001	−0.009		−0.053**	0.029
Brazil	Sentiments	−0.021	−0.090***	Saudi Arabia	0.270***	0.035	China	0.131***	−0.028
	Bias	−0.133***	0.223***		0.119***	0.206***		−0.027	0.271***
	Heuristics	−0.182***	0.066**		0.040	0.231***		−0.040	0.162***
	Framing	−0.099***	−0.032		0.146***	0.122***		−0.049	0.084***
	COVID	−0.004	−0.158***		0.152***	0.093**		0.048**	0.152
Jamaica	Sentiments	−0.071**	0.041	Bahrain	0.112***	0.065**	Pakistan	0.188***	0.092***
	Bias	−0.012	−0.071		0.078***	0.132***		0.065**	0.329***
	Heuristics	−0.046*	0.015		0.068***	0.105***		0.015	0.237***
	Framing	0.028	−0.085**		0.117***	0.697**		0.080**	0.174***
	COVID	−0.044*	0.033		0.069**	0.107***		0.167***	0.093**
				Palestine	0.151***	0.176***
					0.175***	0.112**
					0.132***	0.202***
					0.208***	0.124**
					0.188***	0.123***

Americas		Low	High	EMEA	Low	High	APAC	Low	High
ÙSA	Sentiments	−0.017	−0.131***	Germany	0.047	0.036	Japan	0.025	−0.071***
	Bias	−0.096***	−0.057		−0.033	0.093*		−0.079***	0.234***
	Heuristics	−0.194***	0.066**		−0.114***	0.223***		−0.145***	0.0663**
	Framing	−0.034	−0.153***		0.067**	−0.076**		−0.011	−0.038
	COVID	−0.021	−0.117***		−0.001	−0.009		−0.053**	0.029
Brazil	Sentiments	−0.021	−0.090***	Saudi Arabia	0.270***	0.035	China	0.131***	−0.028
	Bias	−0.133***	0.223***		0.119***	0.206***		−0.027	0.271***
	Heuristics	−0.182***	0.066**		0.040	0.231***		−0.040	0.162***
	Framing	−0.099***	−0.032		0.146***	0.122***		−0.049	0.084***
	COVID	−0.004	−0.158***		0.152***	0.093**		0.048**	0.152
Jamaica	Sentiments	−0.071**	0.041	Bahrain	0.112***	0.065**	Pakistan	0.188***	0.092***
	Bias	−0.012	−0.071		0.078***	0.132***		0.065**	0.329***
	Heuristics	−0.046*	0.015		0.068***	0.105***		0.015	0.237***
	Framing	0.028	−0.085**		0.117***	0.697**		0.080**	0.174***
	COVID	−0.044*	0.033		0.069**	0.107***		0.167***	0.093**
				Palestine	0.151***	0.176***
					0.175***	0.112**
					0.132***	0.202***
					0.208***	0.124**
					0.188***	0.123***

Note(s): * = Value significant at (p < 0.1)

** = Value significant at (p < 0.05)

*** = Value Significant at (p < 0.01)

Parenthesis ( ) = t-statistics

Threshold values = Threshold regression coefficient of Return (t−1). The italic values denote the significant difference among thresholds based on Wald statistics

Source(s): Table by authors

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