Market liquidity as a sentiment indicator
By: Malcolm Baker, Jeremy C. Stein.
Contributors: Stein, Jeremy C.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8816; Working paper series (National Bureau of Economic Research) -- working paper no. 8816.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 46
Subjects: Liquidity (Economics); Stock price forecasting.; Stocks -- Prices.
Notes: "March 2002."

JEL no. G12, G14, G32.

Includes bibliographical references (p. 35-38).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.