, demand, and withdrawal of liquidity between the two markets. The paper also finds that cross-asset market order flow is a key … component of liquidity and price discovery, particularly during periods of market volatility …

liquidity. The findings show a positive and significant relation between retail investors' trading and stock market liquidity … trading activity tend to trade when liquidity is higher, the frequency of their arrival to the market is not affected by the … level of liquidity, and retail investors are willing to trade at a lower liquidity level as sellers than as buyers. Moreover …

construct an endogenous measureof systemic, non-diversi able risk capturing the cross-sectional liquidity-risk mismatch ….Consistent with the model predictions, we find that liquidity mismatch positivelypredicts prices in the D2D market whereas the cross …

We investigate whether increasing the speed of order execution affects investor trading strategy and market liquidity …

liquidity provision. However, in this paper, we find that intraday reversal has no significant dependence on stock liquidity for … results confirm this liquidity oversupply explanation. The negative correlation between previous intraday returns and future … due to excessive liquidity provision from uninformed retail traders instead of a price correction from a temporary price …

show that the larger tick size raised the cost for retail-sized liquidity demanding orders by almost fifty percent, and … raised profits to liquidity providers by forty percent. The bulk of the effects occurred for tick-constrained stocks for …