Search Results

SORT BY: PREVIOUS / NEXT
Keywords:Market depth 

Working Paper
The Effects of Volatility on Liquidity in the Treasury Market

We study the relationship between volatility and liquidity in the market for on-the-run Treasury securities using a novel framework for quantifying price impact. We show that at times of relatively low volatility, marginal trades that go with the flow of existing trades tend to have a smaller price impact than trades that go against the flow. However, this difference tends to diminish at times of high volatility, indicating that the perceived information content of going against the flow is less when volatility is high. We also show that market participants executing trades aggressively using ...
Finance and Economics Discussion Series , Paper 2023-028

FILTER BY Content Type

FILTER BY Author

FILTER BY Jel Classification

C51 1 items

C58 1 items

G01 1 items

G10 1 items

G12 1 items

FILTER BY Keywords

Hidden Markov model 1 items

Liquidity 1 items

Market depth 1 items

Order execution 1 items

Treasury market 1 items

Volatility 1 items

show more (1)

PREVIOUS / NEXT