The present paper explores the possibility of forecasting company liquidity based on testing the coefficient of … variability. Secondly, it analyzes static and dynamic liquidity measures to ascertain which are better at prediction in the … and has not been dramatically affected by the crisis, and we believe that our research may reveal some liquidity …

-breaking insight, as well as of liquidity and solvency in the real-world financial markets characterized by uncertainty, innovations …

volatility that has been proposed for the real options approach (ROA), and also provide a theoretical and practical explanation … for estimating an unbiased volatility and unconditional for this methodology. The results of the research suggest that the … use of the current methods generates a marked overestimation of the volatility, which is ultimately transmitted in the …

The generalized autoregressive conditional heteroscedastic model (GARCH) is used to estimate volatility for Nifty Index … futures on day trades. The purpose is to find out if a contemporaneous or causal relation exists between volatility volume and … according to this study establishes that volume has a stronger impact on volatility compared to open interest. Furthermore, the …

volatility, since this is precisely the variable that is negotiated. We present then a statistical methodology for the estimation … of the volatility parameter for an asset using methods of the Bayesian approach to statistics. As prior distributions for … volatility parameter, models of the Gamma family and the Standard Levy are assumed. The results obtained using the proposed …

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 …

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 …

. 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 …