has generally increased over time, and that in times of crisis liquidity is lower and the volatility of liquidity is …

volatility. The research also examines the impact of powerful foreign capital markets on the Greek Stock Exchange market, the … seasonality returns (Day-of-the-Week effect) and the volatility structure. Design/methodology/approach - The analysis of data is …-GARCH model demonstrate that the debt crisis and, therefore, its consequences increase the FTSE / ASE 20 index volatility and the …

impact of such concepts, e.g. effects on the price formation or the volatility of prices, a simulation environment is … market prices. On the other hand, lower latency appears to lower market volatility. …

allows us to obtain an estimator of the conditional volatility per time. this kind of volatility estimation solves the …

of 200 milliseconds is enough to lower performance significantly. On low volatility days this is already the case for …