negative for the first time in history. Other crude prices also posted very low values and their volatility soared, far more …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

favor of the so-calles mixture of distributions hypothesis according to which the time-variant daily order flow translates … into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

volatility of the underlying component stocks. Traditional finance theory asserts that futures and "cash" markets are connected … experience significant increase in both trading volume and return volatility. However, deleted stocks experience no significant … change in either trading volume or return volatility. Both daily and monthly return variances increase following index …

mid-1980s, in contrast to the simultaneous volatility decline of most aggregates, including overall hours and employment … the skill premium, it is interesting to check its short-run implications for employment volatility. The numerical results … DSGE models' implications for overall labor market' volatility. …

.Price volatility and transaction size are positively related to liquidity costs, while a negativerelation is found between daily volume …

impact of volume on liquidity costs. Volatility of futures prices and volume per trade are positively related to liquidity …