Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation
Author:
Affiliation:
1. Université Côte d'Azur, CNRS, GREDEG, 250 rue Albert Einstein, 06560 Valbonne, France
2. Conservatoire National des Arts et Métiers, LIRSA, LabEx ReFi, 40 rue des Jeûneurs, 75002 Paris, France
Funder
the Center for Research and Higher Education (PRES) of the heSam Université
National Research Agency
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2018.1548771
Reference52 articles.
1. Bubbles and Crashes
2. Asset pricing with liquidity risk
3. Analysis of market quality before and during short-selling bans
4. Using the Longitudinal Structure of Earnings to Estimate the Effect of Training Programs
5. A closer insight into the causality between short selling trades and volatility
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