Market liquidity as a sentiment indicatorMalcolm P. Baker, Jeremy C. Stein2004-01-27articleJournal of Financial Markets1,245 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesCorporate Finance and GovernanceFinancial Analysis and Corporate GovernanceAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 1,245 citations exist upstream.References1984Corporate financing and investment decisions when firms have information that investors do not have1973Risk, Return, and Equilibrium: Empirical Tests1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency2002Illiquidity and stock returns: cross-section and time-series effects1985Continuous Auctions and Insider Trading1990Noise Trader Risk in Financial Markets1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders2001The theory and practice of corporate finance: evidence from the fieldCited by2014The Sum of All FEARS Investor Sentiment and Asset Prices2005Has Financial Development Made the World Riskier?2007Liquidity and Expected Returns: Lessons from Emerging Markets2011Global, local, and contagious investor sentiment2007Disagreement and the Stock Market2019Size and value in China2009Stock market liquidity and firm value☆2010Stock Market Declines and Liquidity