SSRNTrading, Microstructure & Execution
CoTrading Networks in US Markets
A study examines how simultaneous trading across different stocks influences US equity market structures and stock prices, introducing a new method to create dynamic stock networks and showing a positive correlation between low-latency co-trading and return covariance.
Featured in No. 49 on 15 May 2024 ·
- Released
- 23 Feb 2023
- First featured
- No. 49 · 15 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4825808
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).