3 ms·
I don't see why this is down-voted as this is true and a disadvantage of having longer hours. The problem is already somewhat apparent: During the trading day
by Bootvis 11y ago
I don't see why this is down-voted as this is true and a disadvantage of having longer hours.
The problem is already somewhat apparent: During the trading day the volume changes and a lower volume increases price impact. It seems logical that longer days spread out the volume even more, thus increasing price impact of orders.