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Review of Financial Studies Vol. 38 No. 3 2025

Fractional Trading

Zhi Da1; Vivian W. Fang2; Wenwei Lin3

1 University of Notre Dame · 2 Indiana University , and ECGI · 3 Chinese University of Hong Kong, Shenzhen

Abstract

Fractional trading (FT)—the ability to trade less than a whole share—removes barriers to high-priced stocks and facilitates entry by capital-constrained retail investors. We observe a surge of tiny trades, measured using off-exchange one-share trades, among high-priced stocks compared to low-priced stocks after FT is introduced to the U.S. equity markets. These tiny trades, when coordinated during attention-grabbing events, are forceful enough to exert large price pressure on high-priced stocks. Further evidence suggests that FT can even fuel meme-stock-like trading frenzies and bubbles in high-priced stocks, for which the feedback effect likely plays a role.

DOI
10.1093/rfs/hhae012
Volume
38
Issue
3
Pages
623-660
Language
en
Sources
openalex bibtex:phds-export.bib crossref

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