---
title: High-Frequency Trading and Price Deviations
url: https://www.ml-quant.com/papers/ssrn/4568645/
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 4568645
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4568645
featured: 2023-09-14
citations: unknown
topic: Trading, Microstructure & Execution
---


# High-Frequency Trading and Price Deviations

The study shows that high-frequency trading can lead to larger deviations in stock prices from firms' intrinsic values, providing insights into the long-term valuation effects of high-frequency trading.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4568645
- Identifier: SSRN 4568645
- Released: 2023-09-11
- First featured: Quant Letter No. 15 (2023-09-14): https://www.ml-quant.com/issues/2023-09-14/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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