SSRNTrading, Microstructure & Execution
Market Behavior in Trading
The article presents a model that explains how traders' strategies interact with uneven market closures, leading to spikes in trading volume and return volatility due to liquidity trading accumulation.
Featured in No. 62 on 21 Aug 2024 · 45 days after release
- Released
- 7 Jul 2024
- First featured
- No. 62 · 21 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4928549
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).