We study the effect of block shareholding on stock liquidity using panel models for 128 stocks from the period 2011 to … significant negative effect on liquidity. Ownership structure models indicate that block shareholding by Government has a negative … effect on liquidity. However, we do not find any statistically significant effects due to block shareholding by individuals …

jumps is associated with public information releases, whereas majority of them is motivated by liquidity shocks observed in … absorb new and big orders. Liquidity shocks in quoted spread, volume and number of trades are the key drivers causing the … occurrence of the jumps. Finally, the introduction of faster and more efficient trading system enhanced the impact of liquidity …

activity and five possible liquidity determinants: market capitalisation, dividend yield, earnings yield, company growth and … the cross-sectional variation in stock liquidity at a more detailed level. Originality/value - The originality of the … paper rests on two important grounds: the authors focus on trading turnover rather than on other liquidity proxies, since …

market liquidity and trading of other market participants. IDT contribute 10% to volume while losing 3.2 bp (73% of the half …-spread) on average on trades with others, including proprietary day traders (PDT), the primary intraday-liquidity providers, and …