disappear if dealers are diversified in providing liquidity across country-specific secondary markets and SBBS tranches. Hedging …

. 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 …

volatility, but liquidity was reduced; (2) liquidity deterioration affected more the sell than the buy side of the LOB; (3) high …-frequency activity (HFT) diminished during SSR, reinforcing volatility; (4) negative effects on liquidity and HFT diminished and … disappeared as the ban was lifted; (5) HFT unidirectionally Granger causes 1 min realized volatility while the natural logarithm …

dimensions: price, volatility and liquidity. By comparing the Garman-Klass volatilities of bitcoin spot and futures prices with … market shows a mid-level liquidity. We also find while the exchange margin is set to meet the normal price volatility that … those of different assets, we find that both the bitcoin spot and futures markets exhibit relatively high volatility …

volatility. Our method addresses the challenging liquidity environment of this young asset class and allows us to extract stable …By computing a volatility index (CVX) from cryptocurrency option prices, we analyze this market's expectation of future … correction model can be used as an indicator for market implied tail-risk. Comparing our CVX to existing volatility benchmarks …

corporate governance structure influence stock market liquidity depends on countries' legal systems, using data from 10 emerging …) enhances the level of investors participation and hence stock market liquidity. The second section seeks to explore the value … evidence that as compared to common law countries, costs of liquidity are larger for companies in countries with civil law …

observed that the volatility shocks are quite persistent and take a long time to die out. September 11, 2001incident and … thereafter war on terror has increased the conditional volatility of foreign direct investment and has statistically significant … volatility. One interesting finding of this study is that the impact of Non-Democratic regime before September, 11 scenario is …