Purpose – The specific criteria to the microstructure of emerging markets such as low liquidity, very pronounced … asymmetric information, and high volatility affect the risk market. Previous researchers have concluded that the calculation … market improvement in the performance of adjusted VaR. Indeed, models for measuring the VaR adjusted to liquidity and to …

trading strategies based on the underlying liquidity and volatility of hospitality REITs as compared traditional REITs and the … broader market. Design/methodology/approach The paper uses established microstructure measures for liquidity, trading volumes … liquidity measures post-crisis. The results of the study highlight the differences in trading volumes, liquidity and risk …

market quality variables, such as liquidity (bid‐ask spread and price impact), daily and intraday volatility and trading … and orders from the exchange. Findings The evidence suggests that X‐Stream improved the liquidity and trading activity and … reduced the volatility of the overall market, especially of the most liquid stocks. Practical implications These results …

Purpose The relationship between short selling, market volatility and liquidity remains an object of intensive research … paper aims to contribute to the debate by investigating the impact of short selling on market volatility and liquidity in …-level elements to provide a more comprehensive understanding of the impact of short selling on market volatility and liquidity …

analysis was also applied by controlling for factors that might influence valuation, liquidity, and volatility. The standard … market liquidity deteriorated following the relaxation of the price floor. Third, the price volatility increased in the post … liquidity and volatility in an emerging market, given that a majority of research on trading halt/price limits is based on …

swaps in post‐liquidity crisis. Design/methodology/approach – The paper uses Fortune 50 company financial statements data in … this study. Findings – The paper finds that the 50 largest US firms use this derivative mainly for hedging purpose. This is …

improves with liquidity. For non-financial firms, sources of liquidity are twofold: internal, by keeping cash, and external … financial system differences by focusing on corporate liquidity.  …

Purpose The purpose of this paper is to examine the effect of trading volume and open interest on volatility of futures … liquidity variables (trading volume and open interest) in the behaviour of futures prices. Design/methodology/approach The … interest. To quantify the percentage of volatility that is caused by liquidity variables, the authors also regress the …

Purpose – This paper aims to explore the challenge posed by Bitcoin to regulators, particularly anti-money laundering … regulators. Bitcoin is a crypto-currency based on open-source software and protocols that operates in peer-to-peer networks as a … regulators. Findings – Bitcoin is based on complex computer code supported by a robust community in a peer-to-peer network …

Purpose – To explain and draw conclusions from six recent bitcoin and virtual currency regulatory and law enforcement … Financial Services Superintendent Benjamin Lawsky, remarks by Mark Wetjen of the Commodity Futures Trading Commission (CFTC), a …/value – Provides an overview of the key United States regulatory issues facing companies engaged in Bitcoin-related businesses.  …