What question did this study set out to answer?

This research aims to explore how economic policy uncertainty influences stock market liquidity and the additional impact of COVID-19 sentiment.

June 11, 2026

The impact of economic policy uncertainty on stock market liquidity: does COVID-19 sentiment matter

Key Points

This research aims to explore how economic policy uncertainty influences stock market liquidity and the additional impact of COVID-19 sentiment.
Analyzed stock market liquidity during periods of high economic policy uncertainty and varying COVID-19 sentiment.
Utilized economic indicators to assess changes in liquidity levels across different market conditions.
Examined sentiment trends using COVID-19 related news and social media data.
Increased economic policy uncertainty correlates with reduced stock market liquidity (p<0.05).
COVID-19 sentiment further exacerbates liquidity declines, particularly in volatile market conditions.
Asset volumes showed significant shifts corresponding to shifts in economic policy uncertainty and COVID-19 sentiment indices.

Abstract

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