This paper aims to investigate the impact of day trading on market quality on the Taiwan stock market with the … stock market in Taiwan officially approved selected stocks for day trading for all investors. Within the sample period, the … empirical findings show that day trading increases the bid-ask spread, price depth and stock volatility, indicating that day …

Volatility is one of the most important factors of investment decisions. Unexpected information forces the investor to … trade abnormally in the market which in turn affects the volatility of the market. But this kind of trading behavior has a … volatility of large-cap, mid-cap and, small-cap stocks in Indian markets. Using ARMA (1, 1) and TGARCH (1, 1) model, we estimate …

breakers is necessary to ensure their effectiveness. In doing so, we analyze 2,337 volatility interruptions on Deutsche Boerse … and research whether a volume migration and an accompanying volatility spillover to alternative venues that continue … decreases during circuit breakers on the main market and we do not find any evidence for volatility spillover. Moreover, we show …