SSRNTrading, Microstructure & Execution
Liquidity Providers in Price Jumps
Institutions and individuals provide more liquidity during price surges on the Taiwan Stock Exchange, with institutions more likely to do so during high inventory risk periods.
Featured in No. 61 on 15 Aug 2024 · 4 days after release
- Released
- 11 Aug 2024
- First featured
- No. 61 · 15 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- 2
- Identifier
- SSRN 4926377
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