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SSRNTrading, Microstructure & Execution

Value of Retail Orders

The paper reveals that retail market making in the German equity market is highly profitable due to reduced exposure to adverse selection and inventory risk, based on regulatory data.

Featured in No. 62 on 21 Aug 2024 · 51 days after release

Released
1 Jul 2024
First featured
No. 62 · 21 Aug 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4931257

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

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