Investor sentiment and emerging stock market liquidity
No Thumbnail Available
Date
2018
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Abstract
This study examines the impact of local and foreign investor sentiment on emerging stock market liquidity. We find a positive (negative) effect of investor sentiment on liquidity (illiquidity). Results also reveal that foreign investor sentiment significantly influences emerging stock market liquidity.
Description
Keywords
Economics and Finance, Investor sentiment, Emerging stock market, Liquidity, Behavioral Finance