Crashes and high frequency trading : [an evaluation of risks posed by high-speed algorithmic trading]
Year of publication: |
2011
|
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Authors: | Becke, Susanne von der ; Sornette, Didier |
Publisher: |
Genève : Swiss Finance Inst. |
Subject: | Flash Crash | High-frequency trading (HFT) | Börsenkurs | Share price | Volatilität | Volatility | Spekulationsblase | Bubbles | Herdenverhalten | Herding | Marktliquidität | Market liquidity | Elektronisches Handelssystem | Electronic trading | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States |
Description of contents: |
We present a partial revi ...
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