This study examines the impacts of investor sentiment and liquidity on the idiosyncratic volatility (IVOL) anomaly … in Vietnam after controlling for FEARS sentiment index and liquidity proxies. Our findings document the persistence of … contribute new evidence of how the FEARS index and liquidity help explain the IVOL puzzle before and during the pandemic. Our …

. Uninformed traders act as liquidity providers. They place the highest number of limit orders and end up with the market return. …

shocks and attractive liquidity characteristics. These findings are consistent with the idea that the high liquidity of ETFs …

liquidity. Bubbles can arise without the short-sales constraint. We show that the more frequently investors trade in the future …

liquidity. Our analysis of a panel of firm-level ownership data indicates that Japanese stocks that are held more by foreign …

The goal of this paper is to study how informational frictions affect asset liquidity in OTC markets in a laboratory …

The paper studies the effect of growing mutual fund and ETF ownership on the commonality in liquidity of underlying … bonds. Unpredictable liquidity needs of funds may give rise to correlated trading across underlying illiquid bonds. I … document that there is a positive and significant relationship between ETF ownership and liquidity commonality of investment …