central banks. One hot topic is whether the rise in liquidity in recent years has contributed to the formation of price … limit speculative runs and negative effects on the real economy in the future. We explore the impacts of liquidity shocks on … real share and house prices and the influence of wealth prices on liquidity. VAR models are specified for the US and the …

central banks. One hot topic is whether the rise in liquidity in recent years has contributed to the formation of price … limit speculative runs and negative effects on the real economy in the future. We explore the impacts of liquidity shocks on … real share and house prices and the influence of wealth prices on liquidity. VAR models are specified for the US and the …

show that the larger tick size raised the cost for retail-sized liquidity demanding orders by almost fifty percent, and … raised profits to liquidity providers by forty percent. The bulk of the effects occurred for tick-constrained stocks for …

This paper uses two highly liquid S&P 500 and gold exchange-traded funds (ETFs) to evaluate the impact of liquidity and … ability of liquidity variables to predict intraday jumps persists after controlling for news surprises. Results show that …