SSRNTrading, Microstructure & Execution
Liquidity Providers in Price Jumps
Institutions are more likely to provide liquidity during price jumps than individuals, and higher order matching frequency encourages institutional liquidity provision but discourages it for individuals, based on an analysis of Taiwan Stock Exchange data.
Featured in No. 60 on 7 Aug 2024 · 1 day after release
- Released
- 6 Aug 2024
- First featured
- No. 60 · 7 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4918169
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