cost and liquidity, and a positive relationship between transaction cost and volatility. Therefore, if the government … imposes CTT, it would lead to higher volatility and lower trading activity affecting market efficiency and liquidity … taxes is to contain price rise and volatility, to generate revenue, and to increase transparency, these arguments are …

cost and liquidity, and a positive relationship between transaction cost and volatility. Therefore, if the government … imposes CTT, it would lead to higher volatility and lower trading activity affecting market efficiency and liquidity. However … taxes is to contain price rise and volatility, to generate revenue, and to increase transparency, these arguments are …

The relationship between trading activity, volatility and transaction cost using a three-equation structural model for …

Prior theory suggests a positive relation between volatility and market depth, while past empirical research finds … contrasting results. This paper examines the relation between the volatility and the limit order book depth in commodity and … negative relation between volatility and depth and suggest that the depth in the limit order book decreases as volatility …