This paper provides empirical evidence on the relationship between trading volumes, volatility and bid-ask spreads in …. I find that in most cases unexpected trading volumes and volatility are positively correlated, suggesting that both are … correlation between trading volumes and volatility is positive during normal periods but turns negative when volatility increases …

announcements than the USA, UK, Japan, and Euro. Moreover, findings distinctly signify the role of China as a global liquidity …The purpose of this study is to examine the role of options volatility and bid-ask spread as microstructural variables … characteristics of market participants appear to trump macroeconomic considerations. The volatility indices and bid-ask spreads were …