RePEcTrading, Microstructure & Execution
Taming Volatility, Feeding Crashes: Evidence from Algorithmic Trading in China's Agricultural Futures Markets
The study finds that algorithmic trading lowers realized volatility but increases tail co-movement and asymmetry in China's corn and soybean futures markets.
Featured in No. 132 on 25 Sep 2026 · on release day
- Released
- 25 Sep 2026
- First featured
- No. 132 · 25 Sep 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:ags:aaea26:404354
- Authors
- Chenguang Xu and Xinyue He
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).