HFT & Option Market Liquidity
A study finds that increased aggressive high-frequency trading in equity markets results in wider bid-ask spreads in the options market due to sniping risk and informed trading.
Featured in No. 37 on 14 Feb 2024 ·
- Released
- 18 Feb 2021
- First featured
- No. 37 · 14 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4721689
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