Search Results - subject:"flash crash"

Dark trading and financial markets stability

Gonçalves, Jorge; Kräussl, Roman; Levin, Vladimir - 2023

This paper examines how the implementation of a new dark order - Midpoint Extended Life Order on NASDAQ - impacts financial markets stability in terms of occurrences of mini-flash crashes in individual securities. We use high-frequency order book data and apply panel regression analysis to...

Persistent link: https://www.econbiz.de/10013557351

Dark trading and financial markets stability

Gonçalves, Jorge; Kräussl, Roman; Levin, Vladimir - 2023

Persistent link: https://www.econbiz.de/10013555440

Flash crashes on sovereign bond markets - EU evidence

Bouveret, Antoine; Haferkorn, Martin; Marseglia, Gaetano; … - 2022

Persistent link: https://www.econbiz.de/10013170971

Flash crashes on sovereign bond markets : EU evidence

Bouveret, Antoine; Haferkorn, Martin; Marseglia, Gaetano; … - 2022

Persistent link: https://www.econbiz.de/10013166746

Classification of flash crashes using the Hawkes(p,q) framework

Wehrli, Alexander; Sornette, Didier - In: Quantitative finance 22 (2022) 2, pp. 213-240

Persistent link: https://www.econbiz.de/10013167733

Finance art: on the secret life of global finance

Dossou, Stephanie Anne - 2022

Persistent link: https://www.econbiz.de/10013502640

Prudential supervisory disclosure (PSD) with supervisory technology (SupTech): lessons from a FinTech crisis

Zeranski, Stefan; Sancak, Ibrahim E. - In: International Journal of Disclosure and Governance 18 (2021) 4, pp. 315-335

high-frequency trading, parts of FinTech, played significant roles, we handle the May 6 flash crash from the FinTech …The U.S. financial markets faced an unprecedented rapid decline and recovery on May 6, 2010, known as the May 6 flash … crash. Roughly one trillion $ market value in less than thirty minutes vanished with the biggest one-day point decline in …

Persistent link: https://www.econbiz.de/10014501766

Recovery from fast crashes: Role of mutual funds

Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; … - 2021

We study the role mutual funds play in the recovery from fast intraday crashes based on data from the National Stock Exchange of India for a single large stock. During normal times, trading activity and liquidity provision by mutual funds is negligible compared to other traders at around 4% of...

Persistent link: https://www.econbiz.de/10012432760

Recovery from fast crashes : role of mutual funds

Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; … - 2021

Persistent link: https://www.econbiz.de/10012432017

Prudential supervisory disclosure (PSD) with supervisory technology (SupTech) : lessons from a FinTech crisis

Zeranski, Stefan; Sancak, Ibrahim E. - In: International journal of disclosure and governance 18 (2021) 4, pp. 315-335

Persistent link: https://www.econbiz.de/10012666841