ML-QuantSubscribe

SSRNDerivatives & Volatility

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

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page