-of-day price dislocation, counter to recent concerns expressed in the media. The effect of HFT is more pronounced on days when end … of day price dislocation is more likely to be the result of market manipulation on days of option expiry dates and end of … conditions in curtailing the frequency and severity of end-ofday price dislocation. We show our findings are robust to different …

-of-day price dislocation, counter to recent concerns expressed in the media. The effect of HFT is more pronounced on days when end … of day price dislocation is more likely to be the result of market manipulation on days of option expiry dates and end of … conditions in curtailing the frequency and severity of end-ofday price dislocation. We show our findings are robust to different …

-of-day price dislocation, counter to recent concerns expressed in the media. The effect of HFT is more pronounced on days when end … of day price dislocation is more likely to be the result of market manipulation on days of option expiry dates and end of … conditions in curtailing the frequency and severity of end-ofday price dislocation. We show our findings are robust to different …