. 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 …

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 …

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 …

to intermediate bond markets, as in March 2020. Although yield volatility explains most of the variation in Treasury … market liquidity over time, when dealer balance sheet utilization reaches sufficiently high levels, liquidity is much worse … than predicted by yield volatility alone. This is consistent with the existence of occasionally binding constraints on the …