the arrival rates of trades and trade composition on market volatility, liquidity and depth. We find that although … volatility increases with the forecasted arrival rates of total trades, it is relatively independent of the forecasted …

taxes is to contain price rise and volatility, to generate revenue, and to increase transparency, these arguments are …, volatility and transaction cost using a three-equation structural model for five top selected commodities namely Gold, Copper … cost and liquidity, and a positive relationship between transaction cost and volatility. Therefore, if the government …

behaviour, their seasonality, and volatility. Second, we design the requirements, organization, contract model, and steps to the …

price volatility on commodity markets through improved control of speculation on futures and OTC markets. The article is … analysing the hypothesis that commodity funds are causing price volatility using first a direct relationship between the “Assets …

relationship between trading activity, volatility and transaction cost for five most traded commodities in India. Results suggest … transaction cost and volatility. Further, the results of structural model support the results of VAR analysis. Therefore, if the … government imposes CTT, it would lead to higher volatility and lower trading activity affecting market efficiency and liquidity. …

This paper examines the impact of the introduction of stock index futures on the volatility of the Istanbul Stock … that the introduction of futures trading reduced the conditional volatility of ISE-30 index. Results further indicate that …