Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Book Chapter Book Chapter Faculty Publications- Book Chapter Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Navigating Financial Waters: Exploring the Intersection of Algorithmic Trading and Market Liquidity Dynamics Subject The topic of the resource Algorithmic trading; Amihuds measure; Limit Order Book; Liquidity; Non-algorithmic trading Description An account of the resource Algorithmic trading has ushered paradigm shift in trading. The market regulators although welcome this new technological advancement but are still keeping a tight leash. This can be owing to the contradicting and inconclusive evidence of its implications and impact on market microstructure. This study focuses on liquidity which is an integral part of a thriving stock market. We aim to examine if there is a statistical significance between volume of algorithmic orders and market capitalization. The liquidity provision is measured using Amihuds Illiquidity measure which is a proxy for measuring illiquidity. The liquidity measure is examined for chosen 8 stocks based on their market capitalization. The volume of algorithmic orders is examined using the Limit Order Book (LOB) data obtained from the BSE and orders for 23 trading days have been considered. We observe that large capitalization stocks display higher liquidity and algorithmic traders are able to contribute significantly to liquidity when compared to non-algorithmic traders. It was also looked at if there was a big difference in the amount of algorithmic trading done on stocks with big and small capitalization. The Author(s), under exclusive license to Springer Nature Switzerland AG 2025. Creator An entity primarily responsible for making the resource Acharya S.; Salunkhe H.A.; Mathiyarasan M. Source A related resource from which the described resource is derived Studies in Systems, Decision and Control, Vol-555, pp. 533-544. Publisher An entity responsible for making the resource available Springer Science and Business Media Deutschland GmbH Date A point or period of time associated with an event in the lifecycle of the resource 2025-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1007/978-3-031-67890-5_48" target="_blank" rel="noreferrer noopener">https://doi.org/10.1007/978-3-031-67890-5_48</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85210156775&amp;doi=10.1007%2F978-3-031-67890-5_48&amp;partnerID=40&amp;md5=70acfb3eef05b41d2bc1990ce9148f80" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85210156775&amp;doi=10.1007%2f978-3-031-67890-5_48&amp;partnerID=40&amp;md5=70acfb3eef05b41d2bc1990ce9148f80</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 21984182 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Book chapter Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Acharya S., School of Business and Management, Christ University, Banglaore, India; Salunkhe H.A., School of Business and Management, Christ University, Banglaore, India; Mathiyarasan M., Faculty of Commerce and Management, Kristu Jayanti College, Bengaluru, India