SSRNTrading, Microstructure & Execution
Tracking High-Frequency Trading Activity in China and Its Effects on Market Quality
Order-level latency variation at China's exchange shows that HFT raises short-horizon price noise and adverse-selection costs but slightly improves pricing efficiency.
Featured in No. 135 on 16 Oct 2026 · 4 days after release
- Released
- 12 Oct 2026
- First featured
- No. 135 · 16 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7599578
- Authors
- Li Guo et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).