---
title: Investment Sensitivity and Algos
url: https://www.ml-quant.com/papers/ssrn/4794479/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4794479
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4794479
featured: 2024-04-17
citations: unknown
topic: Trading, 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4794479
- Identifier: SSRN 4794479
- Released: 2021-12-20
- First featured: Quant Letter No. 45 (2024-04-17): https://www.ml-quant.com/issues/2024-04-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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