Mini flash crashes: Review, taxonomy and policy responses
Author:
Affiliation:
1. Louvain School of Management Mons Belgique
2. IÉSEG School of Management Lille France
3. LEM‐CNRS Lille France
Publisher
Wiley
Subject
Economics and Econometrics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/boer.12221
Reference33 articles.
1. High frequency trading and end-of-day price dislocation
2. Bell H. A.(2016).Who benefits from market speed bumps? The exchanges.The New York Times.
3. Bellia M. Christensen K. Kolokolov A. Pelizzon L. &Renò R.(2018).High‐frequency trading during flash crashes: Walk of fame or hall of shame? In Paris December2018 Finance MeetingEUROFIDAI–AFFI.
4. BIS(2017).The sterling ‘flash event’ of 7 October 2016.
5. Bowley G.(2010).The flash crash in miniature.New York Times8 Nov.
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