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What is Liquidity about?

This document examines the relationship between stock price volatility and liquidity. It analyzes daily price data of stocks on the S&P CNX Fifty index to measure volatility using standard deviation of log returns and liquidity using trading volume. The results show a significant positive correlation between volatility and liquidity, indicating that more liquid stocks tend to have higher volatility. The study concludes that liquidity is a major factor influencing volatility, and helps ensure volatility occu

Author

Gaurav Sharma

Language

EN