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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
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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
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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
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ECONIS (ZBW) 56 RePEc 13 EconStor 9 BASE 2 Other ZBW resources 2
Showing 1 - 10 of 82
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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
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Cover Image
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/10013555440
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Flash crashes on sovereign bond markets - EU evidence
Bouveret, Antoine; Haferkorn, Martin; Marseglia, Gaetano; … - 2022
Persistent link: https://www.econbiz.de/10013170971
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Flash crashes on sovereign bond markets : EU evidence
Bouveret, Antoine; Haferkorn, Martin; Marseglia, Gaetano; … - 2022
Persistent link: https://www.econbiz.de/10013166746
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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
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Finance art: on the secret life of global finance
Dossou, Stephanie Anne - 2022
Persistent link: https://www.econbiz.de/10013502640
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A global taxonomy of flash crashes : cases demonstrating the operation and impact of high-frequency traders
Makhija, Priya; Chacko, Elizabeth; Kukreja, Megha - In: Banking resilience : new insights on corporate …, (pp. 481-497). 2024
Persistent link: https://www.econbiz.de/10015179456
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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
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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
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Cover Image
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/10012432017
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