Liu, Qing; Lee, Woon-Seek; Huang, Minghao; Wu, Qingjun - In: Borsa Istanbul Review 23 (2023) 1, pp. 76-92
The underlying assumption of using investor sentiment to predict stock prices, stock market returns, and liquidity is that of synergy between stock prices and investor sentiment. However, this synergistic relationship has received little attention in the literature. This paper investigates the...