SSRNTrading, Microstructure & Execution
High-frequency trading and stock price crash risk
High Frequency Trading (HFT) increases the risk of stock price crashes by over 80%, especially in larger firms, due to increased liquidity and less informative stock prices.
Featured in No. 35 on 30 Jan 2024 · 6 days after release · 0 citations today
- Released
- 24 Jan 2024
- First featured
- No. 35 · 30 Jan 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4705469
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