Market liquidity as a sentiment indicator

Journal of Financial Markets

Volumn 7, Issue 3, 2004, Pages 271-299

  Baker, Malcolm ^a   Stein, Jeremy C ^b,c  

^a HARVARD BUSINESS SCHOOL   (United States)

^b HARVARD UNIVERSITY   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Liquidity; Sentiment; Short sales constraints

Indexed keywords

EID: 1642419173     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2003.11.005     Document Type: Article

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