liquidity provision mechanism in many markets under severe strain. As part of the large-scale portfolio rebalancing that took … examines the liquidity of the secondary market for four German benchmark government bonds during this period. The analysis is … bonds in Germany. This feature is particularly attractive for the bond market, where OTC transactions account for most …

liquidity provision mechanism in many markets under severe strain. As part of the large-scale portfolio rebalancing that took … examines the liquidity of the secondary market for four German benchmark government bonds during this period. The analysis is … bonds in Germany. This feature is particularly attractive for the bond market, where OTC transactions account for most …

. Overwhelmingly, empirical studies emphasize that HFT improves the quality of financial markets in terms of increased liquidity …, the author argues that there is a relationship between HFT, increased market volatility, fall in trading activity …, liquidity and market capitalization on the Bulgarian capital market following the global financial crisis, concluding that the …

Order flow is toxic when it adversely selects market makers, who may be unaware they are providing liquidity at a loss …-induced volatility …