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COVID-19 and market structure dynamics

We examine the impact of COVID-19 on market structure in the U.S. Specifically, we analyze the impact of both the COVID-19-induced market uncertainty period as well as the suspension of the NYSE floor on trading dynamics such as market fragmentation, algorithmic trading, and hidden liquidity in the...

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Detalles Bibliográficos
Autores principales: Cox, Justin, Woods, Donovan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8603410/
https://www.ncbi.nlm.nih.gov/pubmed/34815617
http://dx.doi.org/10.1016/j.jbankfin.2021.106362