liquidity provision. However, in this paper, we find that intraday reversal has no significant dependence on stock liquidity for … results confirm this liquidity oversupply explanation. The negative correlation between previous intraday returns and future … due to excessive liquidity provision from uninformed retail traders instead of a price correction from a temporary price …

liquidity. Interstate banking deregulation prompted lending by large, sophisticated, out-of-state banks, potentially altering … find that stock market liquidity increases following banking deregulation, especially for borrowers characterized by poorer …

liquidity, we investigate whether the introduction of MiFID II in Romania has had any effect on the stock market liquidity …. Through our empirical analysis, we were able to estimate a meaningful reduction of liquidity in the Romanian stock market … liquidity, in response to MiFID II, in line with the previous empirical literature. We find that the liquidity of the BET index …

Previous studies of the U.S. market regard short-term reversal as compensation for liquidity provision. However, we … find that intraday reversal has no significant dependence on stock liquidity for the Chinese market. Hence, based on a … pressure. The empirical results confirm this liquidity oversupply explanation. The negative correlation between previous …

The purpose of this paper is to determine the liquidity spillover effects of trades executed in European sovereign bond … countries. It is used for the event study and panel regression model. The event study results revealed that liquidity spill … limit the exposure to the liquidity spillover risk in bond markets. …

Exchange of India for a single large stock. During normal times, trading activity and liquidity provision by mutual funds is …-capitalized standby liquidity providers for recovery from fast crashes. …