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  • Search: subject:"flash crash"
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Year of publication
Subject
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Financial crisis 39 Finanzkrise 39 Börsenkurs 28 Share price 28 Flash crash 27 flash crash 24 Electronic trading 22 Securities trading 22 Wertpapierhandel 22 Elektronisches Handelssystem 21 Flash Crash 21 Liquidity 20 Liquidität 16 Market microstructure 14 Theorie 14 Theory 14 Volatility 13 Volatilität 13 Market liquidity 12 Marktliquidität 12 Financial market 11 Finanzmarkt 11 Marktmikrostruktur 11 Aktienmarkt 10 Stock market 10 USA 9 United States 9 VPIN 8 High-frequency trading 7 high frequency trading 7 Financial market regulation 6 Finanzmarktregulierung 6 Handelsvolumen der Börse 6 Liquidity Provision 6 Market Fragility 6 PIN 6 Slow-Moving Capital 6 Trading volume 6 VIX 6 high-frequency trading 6
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Online availability
All
Free 39 Undetermined 29
Type of publication
All
Article 47 Book / Working Paper 35
Type of publication (narrower categories)
All
Article in journal 35 Aufsatz in Zeitschrift 35 Working Paper 24 Graue Literatur 19 Non-commercial literature 19 Arbeitspapier 17 Article 2 Thesis 2 Aufsatz im Buch 1 Book section 1 Hochschulschrift 1 research-article 1
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Language
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English 69 Undetermined 13
Author
All
Jagannathan, Ravi 8 Pelizzon, Loriana 7 Schaumburg, Ernst 7 Yuferova, Darya 7 Bondarenko, Oleg 6 Getmansky, Mila 6 Gonçalves, Jorge 5 Kräussl, Roman 5 Levin, Vladimir 5 Andersen, Torben G. 4 Easley, David 4 O'Hara, Maureen 4 Andersen, Torben 3 Cespa, Giovanni 3 Dalko, Viktoria 3 Golub, Anton 3 López de Prado, Marcos M. 3 Mandes, Alexandru 3 Sornette, Didier 3 Vives, Xavier 3 Akansu, Ali N. 2 Boulton, Thomas J. 2 Bouveret, Antoine 2 Braga-Alves, Marcus V. 2 Da Silva, Sergio 2 Haferkorn, Martin 2 Jansen, David-Jan 2 Keane, John 2 Kulchania, Manoj 2 Kyle, Albert S. 2 Marseglia, Gaetano 2 Panzarino, Onofrio 2 Poon, Ser-Huang 2 Sancak, Ibrahim E. 2 Tuzun, Tugkan 2 Wehrli, Alexander 2 Zeranski, Stefan 2 Achter, Mark van 1 Ang, James S. 1 Arratia, Argimiro 1
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Institution
All
School of Economics and Management, University of Aarhus 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Centro Studi di Economia e Finanza (CSEF) 1 Groupe de REcherche en Droit, Économie, Gestion (GREDEG), Institut Supérieur d'Économie et Management (ISEM) 1
Published in...
All
Journal of financial markets 5 SAFE working paper 4 Journal of Financial Markets 3 Quantitative finance 3 Research paper series / Swiss Finance Institute 3 CFS Working Paper Series 2 CFS working paper series 2 CREATES Research Papers 2 DNB working papers 2 MPRA Paper 2 The European journal of finance 2 The journal of asset management 2 Annual Review of Financial Economics 1 Banking resilience : new insights on corporate governance, sustainability and digital innovation 1 CESifo Working Paper 1 CESifo working papers 1 CSEF Working Papers 1 Cambridge working papers in economics 1 Cambridge-INET working papers 1 Computational economics 1 ECB Working Paper 1 ESMA working paper 1 Economics Bulletin 1 Finance research letters 1 GREDEG Working Papers 1 International Journal of Disclosure and Governance 1 International Journal of Technoethics (IJT) 1 International journal of disclosure and governance 1 Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen 1 Journal of Applied Economics 1 Journal of Capital Markets Studies (JCMS) 1 Journal of Financial Intermediation 1 Journal of Financial Regulation and Compliance 1 Journal of applied economics 1 Journal of banking regulation 1 Journal of capital markets studies 1 Journal of economic behavior & organization : JEBO 1 Journal of economic surveys 1 Journal of financial econometrics 1 Journal of financial intermediation 1
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Source
All
ECONIS (ZBW) 56 RePEc 13 EconStor 9 BASE 2 Other ZBW resources 2
Showing 41 - 50 of 82
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On the efficacy of stop-loss rules in the presence of overnight gaps
Arratia, Argimiro; Dorador, Albert - In: Quantitative finance 19 (2019) 11, pp. 1857-1873
Persistent link: https://www.econbiz.de/10012195656
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Volume limit : an effective response to the India flash crash?
Dalko, Viktoria; Wang, Michael H. - In: Journal of financial regulation 5 (2019) 2, pp. 249-255
Persistent link: https://www.econbiz.de/10012160962
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Order dynamics during the flash crash
Ang, James S.; Hunsader, Kenneth J.; Zhang, Shaojun - In: The journal of asset management 20 (2019) 5, pp. 365-383
Persistent link: https://www.econbiz.de/10012117592
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The flash crash : a cautionary tale about highly fragmented markets
Menkveld, Albert J.; Yueshen, Bart Zhou - In: Management science : journal of the Institute for … 65 (2019) 10, pp. 4470-4488
Persistent link: https://www.econbiz.de/10012118063
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Liquidity provision : normal times vs crashes
Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; … - 2019
We study the role of various trader types in providing liquidity in spot and futures markets based on data from the National Stock Exchange of India for a single large stock. During normal times, short-term traders who carry little inventory overnight are the primary liquidity providers in both...
Persistent link: https://www.econbiz.de/10012118270
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Herding and flash events : evidence from the 2010 Flash Crash
Demirer, Rıza; Leggio, Karyl B.; Lien, Da-hsiang Donald - In: Finance research letters 31 (2019), pp. 476-479
Persistent link: https://www.econbiz.de/10012421776
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A new way to compute the probability of informed trading
Bambade, Antoine - In: Journal of mathematical finance 9 (2019) 4, pp. 637-666
Persistent link: https://www.econbiz.de/10012433131
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Why Not Use Robots to Stabilize Stock Markets?
Da Silva, Sergio - Volkswirtschaftliche Fakultät, … - 2014
Why not set up some public-service robot traders to counteract the behavior of traders when it snowballs into extreme moves? I show a blueprint of how this can be accomplished taking advantage of the theory of complex systems.
Persistent link: https://www.econbiz.de/10011108775
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Reflecting on the VPIN Dispute
Andersen, Torben G.; Bondarenko, Oleg - School of Economics and Management, University of Aarhus - 2013
volatility. Likewise, VPIN does not attain unusual extremes prior to the flash crash. Moreover, the properties of VPIN are …
Persistent link: https://www.econbiz.de/10011099292
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Smooth trading with overconfidence and market power
Kyle, Albert S.; Obižaeva, Anna; Wang, Yajun - In: The review of economic studies 85 (2018) 1, pp. 611-662
Persistent link: https://www.econbiz.de/10011921402
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