Broken link: Paper in "Additional Reading on IOC" : "Learning About Adverse Selection in Markets"

General
1

Course Name: [Trading in Milliseconds: MFT Strategies]

The SSRN link to the first paper is broken: It is the paper that is referenced in the section

**Learning About Adverse Selection in Markets**

This research paper demonstrates that trade sequences not only reveal information about the asset value, but also reflect the level of adverse selection risk. The paper employs a model to estimate the uncertainty in adverse selection risk across a significant sample of US stocks between 1996 and 2019, indicating that it reduces market liquidity while increasing the frequency and magnitude of extreme price movements. Click here to read more.

Source: SSRN
2

HI,

Thanks for pointing this out. We have replaced the broken link. Thanks again.

3

Thanks. This solves the problem.

For other readers: The most recent link to the paper as of the day of writing is:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3286933

For context: The link that got updated is the first reading in
Section: 12 Immediate or Cancel Order
Subsection 13. Additional Reading on IOC Orders