Does Optimistic Investor Sentiment Accelerate Taiwan Stock Market Liquidity?
Author:
Funder
National Science and Technology Council
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10690-024-09476-5.pdf
Reference50 articles.
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2. Amihud, Y. (2002). Illiquidity and stock returns: Cross-section and time-series effects. Journal of Financial Markets, 5(1), 131–156. https://doi.org/10.1016/S1386-4181(01)00024-6
3. Amihud, Y., & Mendelson, H. (1986). Asset pricing and the bid-ask spread. Journal of Financial Economics, 17(2), 223–249. https://doi.org/10.1016/0304-405X(86)90065-6
4. Andleeb, R., & Hassan, A. (2024). Nonlinear relationship between investor sentiment and conditional volatility in emerging equity markets. Asia-Pacific Financial Markets. https://doi.org/10.1007/s10690-024-09449-8
5. Baker, M., & Stein, J. C. (2004). Market liquidity as a sentiment indicator. Journal of Financial Markets, 7(3), 271–299. https://doi.org/10.1016/j.finmar.2003.11.005
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