; Liquidity trading ; Duration ; Volume ; Volatility …

In this study, we examine the trading activity and volatility of stocks influenced by the US Securities and Exchange … stocks does not appear to be meaningfully affected by the increase in tick sizes. Volatility, however, increases markedly for …

volatility of the leveraged and leveraged inverse ETFs are also significantly larger than those of the benchmark ETFs. Trading …-shaped intraday pattern for trading volume and return volatility, respectively. These empirical results are important for individual …

We investigate the impact of short selling activity on trading activity and price volatility in the U.S corporate bond … of opinions. In addition, we find that the positive relation between short selling activity and price volatility becomes …

acquire financial information less frequently following periods of low market returns and high market volatility. In addition …

Intraday analyses of volatility-volume relation by decomposing the volume into number of trades and average trade size … the short-term volatility comparably parallel with the existing literature. The unique maximum lot amount rule … to control for the size of the trades naturally and analyse the relation of the volatility with other trading activity …