Strategic Liquidity Provision and Extreme Volatility Spikes
Published Online:3 Mar 2025https://doi.org/10.1287/mnsc.2022.04104
Supplemental Material
The replication files for this article are available HERE.
Volume 71, Issue 11
November 2025
Pages 8995-9868, iv-vi
Article Information
Supplemental Material
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- Received:December 21, 2022
- Accepted:June 17, 2024
- Published Online:March 03, 2025
Copyright © 2025, INFORMS
Cite as
Jonathan Brogaard, Konstantin Sokolov, Jiang Zhang (2025) Strategic Liquidity Provision and Extreme Volatility Spikes. Management Science 71(11):9071-9103.
https://doi.org/10.1287/mnsc.2022.04104
Keywords
The authors thank Agostino Capponi, Marc Lipson, Marios Panayides, Andreas Park, Andriy Shkilko, Haoxiang Zhu, and the audiences at the Financial Management Association, French Finance Association, Fordham University, Rochester Institute of Technology, University of Memphis, University of Virginia, and Wilfrid Laurier University for insightful comments.
