NVDA_INTC_ POSTURE ANALYSIS_V2

This version adds updated coder-level and firm-level datasets incorporating the VIX variable (X₄) for each time period. The VIX (CBOE Volatility Index) represents market-wide uncertainty and is used in the regression models as both a main effect and a moderator in the Strategic Posture × Volatility interaction (H₁₂).

New or updated files include:

Coder_A_wi.xlsx, Coder_B_with.xlsx, Coder_C_with.xlsx, Coder_D_with.xlsx: Updated raw coder ratings files with VIX values added to support X₁ × X₄ analysis.

Coders_ABC_SP_and_Avg_FINAL.xlsx: Composite scores including Strategic Posture (X₁) and integrated VIX (X₄) column per year.

NVDA_INTC_with.xlsx: Final master panel dataset for regression, containing X₁, X₂, X₃, and new X₄ (VIX) for both firms.

These additions support the full testing of all three hypotheses in the study, particularly H₁₂ regarding the moderating role of market volatility.