. We exploit this quasi{ natural experiment to investigate the impact this change had on liquidity and trading behavior …

liquidity. Our analysis of a panel of firm-level ownership data indicates that Japanese stocks that are held more by foreign …

base and improves stock liquidity. The results are robust to the control of endogeneity issues …

We show evidence of a liquidity searching behaviour of informed investors in option listings, which was also found by … find that the option bid-ask spread may be still a good proxy for informed trading, despite of the liquidity searching … traders avoid trading in initial periods after listing dates due to the low liquidity environment), which is steeper for …

We investigate the role of proprietary algorithmic traders (PAT) in facilitating liquidity in a limit order market … reducing the supply of liquidity during stress situations. The presence of faster traders in the market possibly instils the …

Does trader leverage drive equity market liquidity? We use the unique features of the margin trading system in India to … identify a causal relationship between traders' ability to borrow and a stock's market liquidity. To quantify the impact of … trading eligibility. We find that liquidity is higher when stocks become eligible for margin trading and that this liquidity …

We empirically tests whether stock liquidity and investor sentiment have interactive effects on seasoned equity offers …

- retail investors, domestic and foreign institutions - influence priceformation for different liquidity levels. We find that … trading participants contribute heterogeneously toprice formation, and that liquidity affects the size, but not the relative … both high and low-liquidity stocks. In particular, retail investors’ trade imbalances are associated with the highest five …

changes carries important information about liquidity demand in the market. From this distribution of trader position …-changes, we construct a marketwide measure for intraday liquidity demand that does not necessarily depend on aggressive trading …. Using a rich regulatory dataset on S&P 500 E-mini futures and 10-year Treasury futures markets, we show that this liquidity …