... at the beginning of the crisis and becomes less significant towards later phases when reverse herding is more visible. Investors herd more toward sectors with less available information on financial support from the government during the financial meltdown. Conditioning the stock liquidity, herding is only...

...) standard errors. The basic regression specification is (1) LIQ i ,   t = β 0 + ∑ k = 1 5 β k SENT i ,   t − k + β ′ X i ,   t − 1 + ɛ i ,   t Sentiment Behavioral finance Stock liquidity G35 Ample...

...Ghaith El-Nader Purpose The purpose of this paper is to investigate the interactions between free float and stock liquidity in the UK stock market over the period 2002–2016. Design/methodology/approach This paper is conducted using cross-sectional data regression analysis. The sample consists...