activity and quoted liquidity for each component stock in the Toronto Stock Exchange 35 Index and for the Toronto 35 Index … Participation Shares. When volatility is conditioned on number of trades and quoted liquidity, trading volume provides no … volatility. Measures of quoted liquidity also play a significant role in explaining intra day volatility. Bid-ask spreads and …

liquidity. The findings show a positive and significant relation between retail investors' trading and stock market liquidity … trading activity tend to trade when liquidity is higher, the frequency of their arrival to the market is not affected by the … level of liquidity, and retail investors are willing to trade at a lower liquidity level as sellers than as buyers. Moreover …

Liquidity suppliers lean against the wind. We analyze whether high-frequency traders (HFTs) lean against large …

funding liquidity, stock returns and COVID-19 pandemic is examined using the fixed effects model. Results show that funding … liquidity and the COVID-19 pandemic interacts positively with stock market returns. The findings were irrational to the … the negative impact of the witnessed spike in COVID-19 cases. The revelation that funding liquidity contrary to theory …

costs curves and we find empirical evidences about the "pegging to the current mid-quote" behavior of the liquidity …

This paper studies the impact of contracted market makers by investigating the liquidity provider scheme in Sweden. The … results show that the stocks become more liquid after the introduction of the contracted market makers. The liquidity … scheme and function as contracted market makers, whose trading behavior contribute to documented liquidity improvement. After …

consume liquidity when it is most needed, even when they are rewarded by the exchange to provide immediacy. The behavior of … traders provide liquidity instead of HFTs, taking advantage of the discounted price. We thus uncover a trade-o. between the … greater liquidity and efficiency provided by HFTs in normal times, and the disruptive consequences of their trading activity …