security is added, the liquidity of the non-market asset is still a decreasing function of volatility and an increasing …Garbade and Silber (1979) demonstrate that an asset will be liquid if it has (1) low price volatility and (2) a large … number of public investors who trade it. Although these results match nicely with common notions of liquidity, one key …

This book examines the complexity of trading and the creation of liquidity. Titled after the Baruch College Financial … following questions are analyzed: What are the liquidity strategies for pricing and interacting? Is liquidity any more available …

1. Indexing, ETFs and Robos - Are Stocks an Endangered Species? -- 2. How Technology is Transforming Liquidity … Provision -- 3. Liquidity – A Fluid Concept from a European View -- 4. What Can Be Done to Drive Mid- and Small-Cap Liquidity …? -- 5. New Approaches for Creating Liquidity -- 6. Fireside Chat: Michael S. Piwowar, U.S. Securities & Exchange Commission. …

Countries -- Chapter 2. Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment … levels of volatility. This volatility is too strong to be fully justified simply by changes in fundamentals. This volume …

risk on herding intensity on an intra-day basis. However, in contrast to the simulation results empirical herding measures …