Monetary policy and liquidity: Does investor sentiment matter?

We examine the relationship between monetary policy and liquidity effects at the macro (overall market) and micro (individual stocks) levels, using data from the Indian stock market. We also test the possible asymmetric effect of investor sentiment on the monetary policy – liquidity relationship. Re...

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Bibliographic Details
Main Authors: Byomakesh Debata, Saumya Ranjan Dash, Jitendra Mahakud
Format: Article
Language:English
Published: Elsevier 2021-09-01
Series:IIMB Management Review
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S0970389621000598