Guijarro Martinez, Francisco; Moya, Ismael; Saleemi, Jawad - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-12
risk is often priced into market liquidity. This study investigates whether microblogging data, as a non … (ASX), and from the results, we conclude that microblogging content in pessimistic periods has a higher impact on liquidity …