The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange
Objective: Behavioral finance and market microstructure studies showed that investor sentiment has a positive and meaningful effect on liquidity. The purpose of this study is to investigate the effect of the Aggregate Sentiment Index (ASI) on liquidity and its volatilities and to examine the symmetr...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2022-05-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_87706_3d30fd6aa4bf997c1d1f7a0e72375419.pdf |