The absence of liquidity in the stock market causes uneasiness in the market. Proper trading strategies are devised … when liquidity is present making the magnitude of returns determinable. The study investigated stock market liquidity … methodology to aid in investigating and forecasting future stock market liquidity levels. Monthly statistics from January 2018 to …

best prices, as well as resiliency, i.e. how fast the different liquidity measures recover after a liquidity shock. Our … results show a somewhat less favorable image of liquidity than often found in the literature. After a liquidity shock (in the … prices and beyond in the book, and between ask and bid side of the market. -- Liquidity ; Resiliency ; Limit Order Markets …