Article ID Journal Published Year Pages File Type
8954548 Finance Research Letters 2018 17 Pages PDF
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.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Investor sentiment and emerging stock market liquidity
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