Order dynamics during the flash crash
James S. Ang, Kenneth J. Hunsader, Shaojun Zhang
| Year of publication: |
2019
|
|---|---|
| Authors: | Ang, James S. ; Hunsader, Kenneth J. ; Zhang, Shaojun |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 20.2019, 5, p. 365-383
|
| Subject: | Flash crash | Herfindahl index | Market fragmentation | Order imbalance | Finanzkrise | Financial crisis |
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