Automation, intermediation and the Flash Crash
Andrei Kirilenko, Albert S. Kyle, Mehrdad Samadi and Tugkan Tuzun
| Year of publication: |
2018
|
|---|---|
| Authors: | Kirilenko, Andrei ; Kyle, Albert S. ; Samadi, Mehrdad ; Tuzun, Tugkan |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 16.2018, 4, p. 17-28
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| Subject: | High-frequency | automation | volatility | Flash Crash | intermediation | market making | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading | Automatisierung | Automation | Finanzkrise | Financial crisis | Finanzintermediation | Financial intermediation | Theorie | Theory | Vermittlungstätigkeit | Intermediation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011961003