Does retail investor attention improve stock liquidity? A dynamic perspective

F Cheng, C Chiao, C Wang, Z Fang, S Yao - Economic Modelling, 2021 - Elsevier
The purpose of this paper is to examine the dynamic relationship between retail investor
attention and stock liquidity. Using high-frequency data for China's stock market, we find that …
被引用次数：44 相关文章

Does retail investor attention improve stock liquidity? A dynamic perspective

F Cheng, C Chiao, C Wang, Z Fang… - Economic …, 2021 - econpapers.repec.org
The purpose of this paper is to examine the dynamic relationship between retail investor
attention and stock liquidity. Using high-frequency data for China's stock market, we find that …

Does retail investor attention improve stock liquidity? A dynamic perspective

F Cheng, C Chiao, C Wang, Z Fang, S Yao - Economic Modelling, 2021 - ideas.repec.org
The purpose of this paper is to examine the dynamic relationship between retail investor
attention and stock liquidity. Using high-frequency data for China's stock market, we find that …