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The Social Science Research Network has published a new research paper by authors Dan Amiram, Columbia Business School, Balazs Cserna, University of Frankfurt and Ariel Levy, Technion-Israel Institute of Technology. They revisit the long documented positive relation between stock return volatility and illiquidity using recent developments in the literature and decompose total volatility into its jump and diffusive components.
This investigation yields several new insights. They find that the positive relation between total volatility and illiquidity is exclusively driven by the jump component. In contrast, they find a negative relation between diffusive volatility and illiquidity, even though this component is what is commonly perceived as volatility. They show that this negative relation is driven by the positive association between diffusive volatility and trading activity. Their findings extend the understanding of liquidity and liquidity risk and have implication to market microstructure and disclosure policies.
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