Purpose – The specific criteria to the microstructure of emerging markets such as low liquidity, very pronounced … asymmetric information, and high volatility affect the risk market. Previous researchers have concluded that the calculation … market improvement in the performance of adjusted VaR. Indeed, models for measuring the VaR adjusted to liquidity and to …

trading strategies based on the underlying liquidity and volatility of hospitality REITs as compared traditional REITs and the … broader market. Design/methodology/approach The paper uses established microstructure measures for liquidity, trading volumes … liquidity measures post-crisis. The results of the study highlight the differences in trading volumes, liquidity and risk …

market quality variables, such as liquidity (bid‐ask spread and price impact), daily and intraday volatility and trading … and orders from the exchange. Findings The evidence suggests that X‐Stream improved the liquidity and trading activity and … reduced the volatility of the overall market, especially of the most liquid stocks. Practical implications These results …

Purpose The relationship between short selling, market volatility and liquidity remains an object of intensive research … paper aims to contribute to the debate by investigating the impact of short selling on market volatility and liquidity in …-level elements to provide a more comprehensive understanding of the impact of short selling on market volatility and liquidity …

analysis was also applied by controlling for factors that might influence valuation, liquidity, and volatility. The standard … market liquidity deteriorated following the relaxation of the price floor. Third, the price volatility increased in the post … liquidity and volatility in an emerging market, given that a majority of research on trading halt/price limits is based on …

swaps in post‐liquidity crisis. Design/methodology/approach – The paper uses Fortune 50 company financial statements data in … this study. Findings – The paper finds that the 50 largest US firms use this derivative mainly for hedging purpose. This is …

improves with liquidity. For non-financial firms, sources of liquidity are twofold: internal, by keeping cash, and external … financial system differences by focusing on corporate liquidity.  …

Purpose The purpose of this paper is to examine the effect of trading volume and open interest on volatility of futures … liquidity variables (trading volume and open interest) in the behaviour of futures prices. Design/methodology/approach The … interest. To quantify the percentage of volatility that is caused by liquidity variables, the authors also regress the …

Purpose – This paper aims to explore the challenge posed by Bitcoin to regulators, particularly anti-money laundering … regulators. Bitcoin is a crypto-currency based on open-source software and protocols that operates in peer-to-peer networks as a … regulators. Findings – Bitcoin is based on complex computer code supported by a robust community in a peer-to-peer network …

Purpose Given its innovative characteristics and increasing popularity, the Bitcoin, and other virtual currencies, are …, the purpose of this paper is to determine a conceptual approach for accounting for the Bitcoin, grounded in the theories …. The relevant literature is analysed to identify key characteristics of the Bitcoin. These, as well as the elements of …