Sentiment, Order Imbalance and Liquidity: Evidence from the ETF Market
碩士 === 國立交通大學 === 財務金融研究所 === 96 === This paper is intended to discover the relationship between investor sentiment and market liquidity. Using market-based and survey-based investor sentiment indicators, two hypotheses are tested. The first hypothesis postulates that sentiment indicators have margi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74913962436012850147 |