SSRNTrading, Microstructure & Execution
Investment Sensitivity and Algos
The article reveals that algorithmic trading that supplies liquidity boosts firms' investment sensitivity to stock price and enhances operating performance, while the opposite is true for liquidity-demanding algorithmic trading.
Featured in No. 45 on 17 Apr 2024 ·
- Released
- 20 Dec 2021
- First featured
- No. 45 · 17 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4794479
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).