Author
Liying Ji
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Recent research
- Society & EconomicsOpen access
Algorithmic Trading Regulation and Stock Market Liquidity: Evidence from China’s A-Share Market
We examine how restricting high-frequency trading (HFT) affects stock liquidity in China’s A-share market. Using China’s 2024 Provisions on Program Trading in the Securities Market (Trial) as a quasi-natural experiment, we construct a stock-level high-frequency trading intensity...