SSRNTrading, Microstructure & Execution
High-Frequency Trading and Price Deviations
The study shows that high-frequency trading can lead to larger deviations in stock prices from firms' intrinsic values, providing insights into the long-term valuation effects of high-frequency trading.
Featured in No. 15 on 14 Sep 2023 · 3 days after release
- Released
- 11 Sep 2023
- First featured
- No. 15 · 14 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4568645
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).