... uncertainty Stock liquidity Investor sentiment S&P500 Mediator effect Mahbouba Nasraoui is the corresponding author and can be contacted at: mahboubansr@gmail.com The study makes significant contributions to the existing literature. First, it expands on prior research examining the direct...

... are discussed by Alghalith (2010) . The contribution of this paper is that it successfully tests fundamental theories and assumptions in behavioral finance. In particular, using a standard portfolio model and data pertaining to the Standard and Poor's 500 (S&P500) index, we first test the assumption...