Monetary policy and liquidity: Does investor sentiment matter?

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DC Field	Value	Language
dc.contributor.author	Debata, Byomakesh	-
dc.date.accessioned	2024-11-20T09:02:15Z	-
dc.date.available	2024-11-20T09:02:15Z	-
dc.date.issued	2021-09	-
dc.identifier.uri	https://www.sciencedirect.com/science/article/pii/S0970389621000598	-
dc.identifier.uri	http://dspace.bits-pilani.ac.in:8080/jspui/handle/123456789/16407	-
dc.description.abstract	We examine the relationship between monetary policy and liquidity effects at the macro (overall market) and micro (individual stocks) levels, using data from the Indian stock market. We also test the possible asymmetric effect of investor sentiment on the monetary policy – liquidity relationship. Results suggest strong predictability of monetary policy on liquidity at an aggregate market level and individual stock level. The effect of monetary policy on liquidity is stronger during low sentiment (pessimistic) periods as compared to high sentiment (optimistic) periods.	en_US
dc.language.iso	en	en_US
dc.publisher	Elsevier	en_US
dc.subject	Economics	en_US
dc.subject	Investor sentiment	en_US
dc.subject	Liquidity	en_US
dc.subject	Monetary policy	en_US
dc.subject	Emerging stock market	en_US
dc.title	Monetary policy and liquidity: Does investor sentiment matter?	en_US
dc.type	Article	en_US
Appears in Collections:	Department of Economics and Finance

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