Browsing Journal Articles by Author "Nawn, Samarpan"
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Proprietary algorithmic traders and liquidity supply during the pandemic
Banerjee, Anirban; Nawn, Samarpan (Elsevier, 2024-01-25)This study documents the liquidity-supplying behavior of proprietary algorithmic traders during the abrupt and sustained market decline caused by the COVID-19 outbreak. The findings suggest that these endogenous liquidity ...