Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market
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 (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 17.2014, 03, p. 1450017-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Fearful market-based sentiment | net buying volume | equity liquidity | index ETF market |
Extent: | application/pdf text/html |
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Type of publication: | Article |
Classification: | G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G3 - Corporate Finance and Governance ; G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Fear sentiment, liquidity, and trading behavior : evidence from the index ETF market
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