Fear sentiment, liquidity, and trading behavior : evidence from the index ETF market
Junmao Chiu; Huimin Chung; Keng-Yu Ho
| Year of publication: |
2014
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|---|---|
| Authors: | Chiu, Junmao ; Chung, Huimin ; Ho, Keng-yu |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 17.2014, 3, p. 1-25
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| Subject: | Fearful market-based sentiment | net buying volume | equity liquidity | index ETF market | Indexderivat | Index derivative | Anlageverhalten | Behavioural finance | Aktienindex | Stock index | Liquidität | Liquidity | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Index-Futures | Index futures | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010402983