Search Results - subject:"flash crash"

Crashes and high frequency trading : [an evaluation of risks posed by high-speed algorithmic trading]

Becke, Susanne von der; Sornette, Didier - 2011

Persistent link: https://www.econbiz.de/10009561750

From High Frequency Trading to Self-Organizing Moral Machines

van Lier, Ben - In: International Journal of Technoethics (IJT) 7 (2016) 1, pp. 34-50

Technology is responsible for major systemic changes within the global financial sector in general and particularly in the trade in financial products. The global financial sector has already developed into a comprehensive network of mutually connected people and computers that are constantly...

Persistent link: https://www.econbiz.de/10012048312

Limit Up–Limit Down: an effective response to the “Flash Crash”?

Dalko, Viktoria - In: Journal of Financial Regulation and Compliance 24 (2016) 4, pp. 420-429

Purpose The purpose of this paper is to assess the US Securities and Exchange Commission’s new regulation, Limit Up–Limit Down (LULD), against the background of manipulative high-frequency trading (HFT). Design/methodology/approach This paper examines the background of HFT and related...

Persistent link: https://www.econbiz.de/10014870714

Limit up-limit down : an effective response to the "Flash crash"?

Dalko, Viktoria - In: Journal of financial regulation and compliance : an … 24 (2016) 4, pp. 420-429

Persistent link: https://www.econbiz.de/10011718612

Coping with European regulatory requirements for automated trading : best practices and new requirements resulting from regulation

Stangl, Gunnar - In: Journal of securities operations & custody 7 (2015) 4, pp. 337-347

Persistent link: https://www.econbiz.de/10011487334

"Cancel if close to market" : the curious case of market manipulation

Tokic, Damir - In: The journal of asset management 16 (2015) 3, pp. 149-155

Persistent link: https://www.econbiz.de/10011413236

Chasing lemmings : modeling IT-induced misperceptions about the strategic situation as a reason for flash crashes

Brandt, Tobias; Neumann, Dirk - In: Journal of management information systems : JMIS 31 (2014/15) 4, pp. 88-108

Persistent link: https://www.econbiz.de/10011385712

The regulation of high-frequency trading : a pragmatic view

Moosa, Imad A. - In: Journal of banking regulation 16 (2015) 1, pp. 72-88

Persistent link: https://www.econbiz.de/10011350177

The flash crash: An examination of shareholder wealth and market quality

Boulton, Thomas J.; Braga-Alves, Marcus V.; Kulchania, Manoj - In: Journal of Financial Intermediation 23 (2014) 1, pp. 140-156

We investigate stock returns, market quality, and options market activity around the flash crash of May 6, 2010 …. Abnormal returns are negative on the day of and the day after the flash crash for stocks that had trades that executed during … liquidity withdrew from the markets during the flash crash, we find that the fraction of trades executed by the NYSE increases …

Persistent link: https://www.econbiz.de/10010744146

Reflecting on the VPIN dispute

Andersen, Torben G.; Bondarenko, Oleg - In: Journal of Financial Markets 17 (2014) C, pp. 53-64

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/10011047538