The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
Market liquidity as a sentiment indicator
Overview
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Citations
Cites
Corporate financing and investment decisions when firms have information that investors do not have
Myers, S. C., & Majluf, N. S. (1984) · Journal of Financial Economics · doi:10.1016/0304-405x(84)90023-0 · Cited by 18,957
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
JEGADEESH, N., & TITMAN, S. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb04702.x · Cited by 11,584
Public Regulation of the Securities Markets
Stigler, G. J. (1964) · The Journal of Business · doi:10.1086/294677 · Cited by 679
Cited by
Investor Sentiment and the Cross‐Section of Stock Returns
BAKER, M., & WURGLER, J. (2006) · The Journal of Finance · doi:10.1111/j.1540-6261.2006.00885.x · Cited by 6,049
Self-citationInvestor Sentiment and the Cross-section of Stock Returns
Baker, M. P., & Wurgler, J. A. (2003) · SSRN Electronic Journal · doi:10.2139/ssrn.464843 · Cited by 1,456
Self-citationThe Sum of All FEARS Investor Sentiment and Asset Prices
Da, Z., Engelberg, J., & Gao, P. (2015) · Review of Financial Studies · doi:10.1093/rfs/hhu072 · Cited by 1,379
Global, local, and contagious investor sentiment
Baker, M., Wurgler, J., & Yuan, Y. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2011.11.002 · Cited by 1,018
Self-citationCorporate social responsibility and media coverage
Cahan, S. F., Chen, C., Chen, L., & Nguyen, N. H. (2015) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2015.07.004 · Cited by 365
Metadata
- Authors
- Baker, M., & Stein, J. C.
- Venue
- Journal of Financial Markets
- Publisher
- Elsevier BV
- Published
- 2004-06
- Volume
- 7
- Issue
- 3
- Pages
- 271-299
- ISSN
- 1386-4181 (ISSN-L)
- OpenAlex
- W3122431760
- Cited by
- 1,244
- References
- 3
- FWCI
- 34.25
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Market liquidity as a sentiment indicator. https://app.cochat.ai/papers/10.1016/j.finmar.2003.11.005
- The paper
- Baker, M., & Stein, J. C. (2004). Market liquidity as a sentiment indicator. Journal of Financial Markets. https://doi.org/10.1016/j.finmar.2003.11.005
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
