Market microstrucutre design and flash crashes : a simulation approach
Paul Brewer; Jaksa Cvitanic and Charles R. Plott
| Year of publication: |
2013
|
|---|---|
| Authors: | Brewer, Paul J. ; Cvitanić, Jakša ; Plott, Charles |
| Published in: |
Journal of applied economics. - Buenos Aires, ISSN 1514-0326, ZDB-ID 1480229-6. - Vol. 16.2013, 2, p. 223-250
|
| Subject: | market microstructure | flash crash | high frequency trading | call markets | market regulation | market simulation | Simulation | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Theorie | Theory | Marktmechanismus | Market mechanism | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Wertpapierhandel | Securities trading |
| Extent: | graph. Darst. |
|---|---|
| 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/10010391223