We test the effects of uncertainty on market liquidity using Hurricane Sandy as a natural experiment. Given the …

supplying liquidity to asynchronously arriving investors. Empirically, twelve years of daily New York Stock Exchange …

other informational advantages. High levels of order flow toxicity can culminate in market makers providing liquidity at a … market liquidity and precede precipitous drops in asset prices. Bulk Volume VPIN (BV-VPIN) is one way of measuring the …

This study is conducted to shed more lights on the relationship between volatility and liquidity in the Indonesia Stock … volatility, measured by realized volatility, and liquidity, measured by high-low spread estimator. We found inconsistent … relationship between liquidity and volatility in the IDX. Further, we also found that the liquidity is important in the asset …

indirectly indicate that liquidators require market liquidity to carry out large liquidations and affect market conditions while …

We examine whether the recent regime of increased liquidity and trading activity is associated with attenuation of … liquidity and ameliorate trading costs improve capital market efficiency …

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 …

Presentation on the ambivalent role of liquidity in economic stability. A model of speculation, volatility dynamics and … liquidity is developed. A natural explanation of extreme randomness is offered. It is shown that news driven expectations imply …