SSRNTrading, Microstructure & Execution
Spatial Linkages of Positive Feedback Trading
Positive feedback trading impacts the stock index futures markets in 27 countries, with stronger effects in upward trends when market volatility is above 2 and in downward trends when it exceeds 4.
Featured in No. 54 on 20 Jun 2024 · 2 days after release
- Released
- 18 Jun 2024
- First featured
- No. 54 · 20 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 4870001
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).