High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?

Author:

Bellia Mario,Christensen Kim,Kolokolov Aleksey,Pelizzon Loriana,Renò Roberto

Publisher

Elsevier BV

Reference31 articles.

1. VPIN and the flash crash;T G Andersen;Journal of Financial Markets,2014

2. Intraday Trading Invariance in the E-Mini S&P 500 Futures Market

3. Rational panics and stock market crashes;G Barlevy;Journal of Economic Theory,2003

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1. Non-Value-Added Tax to improve market fairness and quality;Financial Innovation;2022-02-14

2. Detecting States of Distress in Financial Markets: The Case of the Italian Sovereign Debt;Springer Proceedings in Mathematics & Statistics;2022

3. Indecisive algos: Do limit order revisions increase market load?;Journal of Behavioral and Experimental Finance;2020-12

4. Mini flash crashes: Review, taxonomy and policy responses;Bulletin of Economic Research;2019-12-06

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