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SSRNTrading, Microstructure & Execution

Market Fragmentation

A rise in market fragmentation, the spread of market trading across various platforms, results in a greater price impact of equity trading, especially for smaller stocks.

Featured in No. 9 on 26 Jul 2023 ·

Released
27 Feb 2023
First featured
No. 9 · 26 Jul 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
108
Identifier
SSRN 4517362

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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