The impact of retail investor sentiment on the conditional volatility of stocks and bonds: Evidence from the Tel-Aviv stock exchange
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference52 articles.
1. Corporate bond trading on a limit order book exchange;Abudy;Review of Finance,2017
2. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005
3. Estimating stock market volatility using asymmetric GARCH models;Alberg;Applied Financial Economics,2008
4. Stock and bond liquidity and its effect on prices and financial policies;Amihud;Financial Markets and Portfolio Management,2006
5. Market liquidity as a sentiment indicator;Baker;Journal of Financial Markets,2004
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