ML-QuantSubscribe

SSRNTrading, Microstructure & Execution

Off-Exchange Trading Impact on Stock Price Crashes: Dark Trading

Dark Trading: Dark trading, or trading that occurs off-exchange, has been found to significantly increase the risk of stock price crashes, especially for stocks with high institutional ownership and negative earnings news.

Featured in No. 11 on 9 Aug 2023 ·

Released
9 Aug 2022
First featured
No. 11 · 9 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4532007

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

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page