Investor sentiment and emerging stock market liquidity

Citations

Cited by:

1. Dash, Saumya Ranjan & Maitra, Debasish, 2019. "The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 135-150.
2. Shuhong Wang & Xiaojing Yi & Malin Song, 2023. "The interrelationship of air quality, investor sentiment, and stock market liquidity: a review of China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10955-10973, October.
3. Li, Xiaoyu & Jia, Shuyang & Xue, Fujing & Hu, Nan, 2025. "How investors’ ChatGPT attention influence stock market? A liquidity perspective," Research in International Business and Finance, Elsevier, vol. 77(PB).
4. Białkowski, Jędrzej & Yaghoubi, Mona, 2021. "The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
5. Chaudhry, Neeru & Gupta, Aastha, 2024. "Impact of using derivatives on stock market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 97(C).
6. Gao, Yang & Zhao, Chengjie & Wang, Yaojun, 2024. "Investor sentiment and stock returns: New evidence from Chinese carbon-neutral stock markets based on multi-source data," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 438-450.
7. Zhoutianyang Sun & Jia Li, 2026. "Investor stickiness and stock liquidity," Risk Management, Palgrave Macmillan, vol. 28(3), pages 1-31, September.
8. Das, Kuntal K. & Yaghoubi, Mona, 2023. "Stock liquidity and firm-level political risk," Finance Research Letters, Elsevier, vol. 51(C).
   • Kuntal K. Das & Mona Yaghoubi, 2022. "Stock Liquidity and Firm-Level Political Risk," Working Papers in Economics 22/18, University of Canterbury, Department of Economics and Finance.
9. Liu, Jun & Wu, Kai & Zhou, Ming, 2023. "News tone, investor sentiment, and liquidity premium," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 167-181.
10. Sahu, Asis Kumar & Debata, Byomakesh & Dash, Saumya Ranjan, 2025. "Managerial sentiment, macroeconomic uncertainty, and stock liquidity: Evidence from India," Finance Research Letters, Elsevier, vol. 85(PA).
11. Gaoshan Wang & Zhiyi Wang & Mingyue Chen & Xiaohong Shen, 2026. "An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning," Computational Economics, Springer;Society for Computational Economics, vol. 67(3), pages 1767-1795, March.
12. Wang, Wenzhao & Duxbury, Darren, 2021. "Institutional investor sentiment and the mean-variance relationship: Global evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 415-441.
13. Chen, Xi & Wang, Junbo & Wang, Yanchu & Zhong, Xiaoling, 2023. "Extreme illiquidity and stock returns: Evidence from Thailand market," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
14. Pedro Manuel Nogueira Reis & Carlos Pinho, 2021. "A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(4), pages 420-442, October.
15. Liao Xu & Jilong Chen & Hao Xu, 2023. "Market sentiment to COVID‐19 and the Chinese stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S1), pages 1121-1135, April.
16. Wan-Ru Yang & Ming-Che Chuang, 2025. "Does Optimistic Investor Sentiment Accelerate Taiwan Stock Market Liquidity?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(3), pages 953-974, September.
17. Yankuo Qiao, 2025. "The nexus of top management structure, stock liquidity and valuation: a puzzle of the Gordian knot," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 49(3), pages 822-853, September.
18. Priyanka Naik & Y. V. Reddy, 2021. "Stock Market Liquidity: A Literature Review," SAGE Open, , vol. 11(1), pages 21582440209, January.
19. Zhang, Junhuan & Zhang, Ziyan & Wen, Jiaqi, 2025. "A multifactor model using large language models and multimodal investor sentiment," International Review of Economics & Finance, Elsevier, vol. 102(C).
20. Huang, Jianying & Yuee, Gao & Li, Chengjiang & Yu, Xiaoqing & Xiong, Wei, 2026. "A hybrid attention-enabled multivariate information fusion for carbon price forecasting," Renewable Energy, Elsevier, vol. 256(PE).
21. Hu, Zuwu & Liu, Ling, 2025. "Influence of natural disasters on stock prices in the aviation, hospitality, and tourism industries: Perspective based on crash risk and investor sentiment," Finance Research Letters, Elsevier, vol. 76(C).
22. Ammari, Aymen & Chebbi, Kaouther & Ben Arfa, Nouha, 2023. "How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?," International Review of Financial Analysis, Elsevier, vol. 88(C).
23. Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2024. "Intraday analyses on weather-induced sentiment and stock market behavior," The Quarterly Review of Economics and Finance, Elsevier, vol. 98(C).
24. Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2021. "Stock Market’s responses to intraday investor sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
25. Arjoon, Vaalmikki & Bhatnagar, Chandra Shekhar & Ramlakhan, Prakash, 2020. "Herding in the Singapore stock Exchange," Journal of Economics and Business, Elsevier, vol. 109(C).
26. Liu, Jun, 2026. "Stock Liquidity in the Context of Asset Pricing," Other publications TiSEM 5b29c7cf-6d49-44f8-92d6-3, Tilburg University, School of Economics and Management.
27. Yanhui Chen & Hanhui Zhao & Ziyu Li & Jinrong Lu, 2020. "A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China," PLOS ONE, Public Library of Science, vol. 15(12), pages 1-18, December.