1. What behavioral finance variables in social media explain price-to-book ratios of banks in the USA better than financial ratios and variables suggested by modern portfolio theory?

More than a simple regression analysis, one can actually consider mediating variables, employ structural breaks in the model, employ time series models to identify peak impact x-months after the onset of the pandemic, control for the type of bank (commercial, universal, investment, etc.) and country-level factors

a. Can someone help me get started on this question?