The complex nature of financial market microstructure : the case of a stock market crash
Feng Shi, John Paul Broussard, G. Geoffrey Booth
| Year of publication: |
2024
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|---|---|
| Authors: | Shi, Feng ; Broussard, John Paul ; Booth, G. Geoffrey |
| Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 20.2025, 1, p. 1-40
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| Subject: | Stock market | Contagion | Networks | Hawkes processes | Granger causality | Adaptive learning | Behavioral finance | Aktienmarkt | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Marktmikrostruktur | Market microstructure | Finanzkrise | Financial crisis | Anlageverhalten | Behavioural finance | Finanzmarkt | Financial market | Theorie | Theory | Ansteckungseffekt | Contagion effect | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-021-00343-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015331182