I investigate the relationship between the stock market liquidity and investors sentiment. The
significance of the liquidity in asset pricing is well documented, but little attention is paid in …

Recent research on liquidity has reported that aggregate liquidity in the stock market varies
over time, and evidence suggests that this variation affects stock returns. Although the …

Investor sentiment affects stock market liquidity by affecting noise trading and irrational
market makers. Previous studies have focused on this effect with the time-series variation in …

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 …

This paper investigates the dynamic linkages between trading volume and investors
sentiments for the S&P500 stock exchange. Two sentiment indicators are considered, the …

This study examines how investor sentiment affected equity liquidity and trading behavior
during the financial crisis of 2007–2008. Using intraday data on equity index and financial …

Empirical studies have documented the influence of investor sentiment on financial markets,
but the underlying economic mechanism remains unclear. This study links psychological …

Understanding the irrational sentiments of the market participants is necessary for making
good investment decisions. Despite the recent academic effort to examine the role of …

The relationship among stock returns, market volatilities and individual investor sentiment is
an important topic in behavioral economics and finance. This paper uses a unique data set …

The present study probes the influence of investor sentiment on the predictability of Indian
stock market volatility exploiting the non-linear conditional mean–variance framework. We …