---
title: Market Behavior in Trading
url: https://www.ml-quant.com/papers/ssrn/4928549/
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 4928549
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4928549
featured: 2024-08-21
citations: unknown
topic: Trading, 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4928549
- Identifier: SSRN 4928549
- Released: 2024-07-07
- First featured: Quant Letter No. 62 (2024-08-21): https://www.ml-quant.com/issues/2024-08-21/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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