Investor Sentiment and Stock Market Liquidity

By Shuming Liu. 2015

210 citations recorded by the source corpus.

Subfields: Accounting, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/61af860ef1c61654ad8c598036844e0ad372d306

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. P. Muzindutsi
2. Lorraine Rupande
3. Hilary Tinotenda Muguto

In Finance

1. P. Muzindutsi
2. Lorraine Rupande
3. Hilary Tinotenda Muguto

In Management Science and Operations Research

1. P. Muzindutsi
2. Lorraine Rupande
3. Hilary Tinotenda Muguto

Citations in the corpus

• Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange (2019, background): “This reasoning is consistent with the finding by Liu (2015) that there is an increase in liquidity on the U.S market which is linked to increases in sentiment. As sentiment increases, the incidence of noise traders increases, causing mispricing. Rational arbitrageurs then enter the market to exploit”