Sentiment‐dependent impact of funding liquidity shocks on futures market liquidity-Reference-Cited by-同舟云学术

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Sentiment‐dependent impact of funding liquidity shocks on futures market liquidity

Published:2021-10 Issue:1 Volume:42 Page:61-76
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Ryu Doojin¹^ORCID,Yu Jinyoung¹^ORCID

Affiliation:

1. College of Economics Sungkyunkwan University Seoul Republic of Korea

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22274

Reference94 articles.

1. Retail investors’ trading and stock market liquidity

2. Money, Liquidity, and Monetary Policy

3. Informed trading in the index option market: The case of KOSPI 200 options

4. Information Effects of Trade Size and Trade Direction: Evidence from the KOSPI 200 Index Options Market*

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1. Dual effects of investor sentiment and uncertainty in financial markets;The Quarterly Review of Economics and Finance;2024-06

2. Stock price synchronicity and market liquidity: The role of funding liquidity;Finance Research Letters;2024-03

3. Fear of missing out and market stability: A networked minority game approach;Physica A: Statistical Mechanics and its Applications;2024-01

4. Left‐digit biases: Individual and institutional investors;Journal of Futures Markets;2023-12-26

5. Shed old baggage and invest wisely. A bibliometric and thematic analysis of disposition effect and investment;Qualitative Research in Financial Markets;2023-07-07

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