---
title: Liquidity Providers in Price Jumps
url: https://www.ml-quant.com/papers/ssrn/4918169/
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 4918169
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4918169
featured: 2024-08-07
citations: unknown
topic: Trading, 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4918169
- Identifier: SSRN 4918169
- Released: 2024-08-06
- First featured: Quant Letter No. 60 (2024-08-07): https://www.ml-quant.com/issues/2024-08-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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