impact of volume on liquidity costs. Volatility of futures prices and volume per trade are positively related to liquidity …This study compares liquidity costs and other characteristics of electronic and open outcry hard red winter wheat … futures contracts traded on the Kansas City Board of Trade. Liquidity costs are considerably lower in the electronic market …

. Price volatility and transaction size are positively related to liquidity costs, while a negative relation is found between …This study compares liquidity costs of electronic and open-outcry wheat futures contracts traded side-by-side on the … Kansas City Board of Trade. Liquidity costs are considerably lower in the electronic market. Liquidity costs in the …

development has been limited by hurdles confronting borrowers and lenders, current and potential liquidity providers, and …

insurance companies for the period 1997 to 2010. We find that differences in company size, capital structure, liquidity, and … corporate governance system and the control-based regime implemented in Germany, with the UK exhibiting a higher level of risk …, compensation, and board independence. We also document increases in the volatility of insurance stock returns during the financial …

examination of the conjoint evolution of three microstructure indicators: market volatility, liquidity, and bid-ask spread. Then …

Purpose – The purpose of this paper is to examine volatility transmissions between portfolios of cross-listed equities … and exchange rate differences and also the volatility persistence for home, foreign equities, and exchange rate … impact first on the volatility persistence for foreign equities that are listed in the UK and German markets, second on the …