The complex nature of financial market microstructure: the case of a stock market crash-Reference-Cited by-同舟云学术

The complex nature of financial market microstructure: the case of a stock market crash

Published:2022-01-04 Issue: Volume: Page:
ISSN:1860-711X
Container-title:Journal of Economic Interaction and Coordination
language:en
Short-container-title:J Econ Interact Coord

Author:

Shi Feng,Broussard John Paul^ORCID,Booth G. Geoffrey

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Business and International Management

Link

https://link.springer.com/content/pdf/10.1007/s11403-021-00343-4.pdf

Reference110 articles.

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3. Aldrich EM, Grundfest JA, Laughlin G (2017) The flash crash: a new deconstruction. https://doi.org/10.2139/ssrn.2721922

4. Andersen TG, Benzoni L, Lund J (2002) An empirical investigation of continuous-time equity return models. J Finance 57(3):1239–1284

5. Anderson PW, Arroxxw K, Pines D (eds) (1988) The economy as an evolving system. Addison Wesley, Reading

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