Fear sentiment, liquidity, and trading behavior : evidence from the index ETF market
Year of publication: |
2014
|
---|---|
Authors: | Chiu, Junmao ; Chung, Huimin ; Ho, Keng-yu |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 17.2014, 3, p. 1-25
|
Subject: | Fearful market-based sentiment | net buying volume | equity liquidity | index ETF market | Indexderivat | Index derivative | Anlageverhalten | Behavioural finance | Aktienindex | Stock index | Handelsvolumen der Börse | Trading volume | Liquidität | Liquidity | Index | Index number |
-
Griffin, John M., (2018)
-
On the Impact of Thematic ETFs on Index Investing
Merlo, Lorenzo F. P., (2022)
-
The turn-of-the-month effect and trading of types of investors
Lee, Yu Kyung, (2022)
- More ...
-
Funding liquidity and equity liquidity in the subprime crisis period : evidence from the ETF market
Chiu, Junmao, (2012)
-
Chiu, Junmao, (2010)
-
Investor sentiment and evaporating liquidity during the financial crisis
Chiu, Junmao, (2018)
- More ...