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The Flash Crash: High-Frequency Trading in an Electronic Market

  • Published:2017-04-21 Issue:3 Volume:72 Page:967-998
  • ISSN:0022-1082
  • Container-title:The Journal of Finance
  • language:en
  • Short-container-title:The Journal of Finance

Author:

KIRILENKO ANDREI,KYLE ALBERT S.,SAMADI MEHRDAD,TUZUN TUGKAN

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference55 articles.

1. Ait-Sahalia , Yacine Mehmet Saglam 2016 High frequency market making

2. Dealership market: Market making with inventory;Amihud;Journal of Financial Economics,1980

3. Institutional trading and stock resiliency: Evidence from the 2007-2009 financial crisis;Anand;Journal of Financial Economics,2013

4. Biais , Bruno Fany Declerck Sophie Moinas 2016 Who supplies liquidity, how and when

5. Equilibrium fast trading;Biais;Journal of Financial Economics,2015

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