The Flash Crash: A Cautionary Tale About Highly Fragmented Markets
Author:
Affiliation:
1. VU University Amsterdam, Tinbergen Institute, and Duisenberg School of Finance, FEWEB, 1081 HV, Amsterdam, Netherlands;
2. INSEAD, Singapore 138676
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Strategy and Management
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4. Flow Toxicity and Liquidity in a High-frequency World
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