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- W3159653315 abstract "Chordia and Miao (2020) provide evidence that low-latency trading (LLT) improves the long-term informational efficiency of stock prices. This discussion raises two primary concerns with their analysis. First, the mechanism through which LLT enhances long-term efficiency is unclear. Second, CM's measure of LLT trading activity is correlated with non-LLT trading activity, which may in turn cause the documented improvements in efficiency. We close by proposing an alternative explanation—changes in market microstructure have had a bifurcated impact on liquidity, enhancing efficiency for large and liquid stocks, but not for small and illiquid stocks." @default.
- W3159653315 created "2021-05-10" @default.
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- W3159653315 date "2020-01-01" @default.
- W3159653315 modified "2023-09-26" @default.
- W3159653315 title "Does Low Latency Trading Improve Market Efficiency? A Discussion" @default.
- W3159653315 doi "https://doi.org/10.2139/ssrn.3765216" @default.
- W3159653315 hasPublicationYear "2020" @default.
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