Automation, intermediation and the Flash Crash
Year of publication: |
2018
|
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Authors: | Kirilenko, Andrei ; Kyle, Albert S. ; Samadi, Mehrdad ; Tuzun, Tugkan |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 16.2018, 4, p. 17-28
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Subject: | High-frequency | automation | volatility | Flash Crash | intermediation | market making | Finanzkrise | Financial crisis | Automatisierung | Automation | Volatilität | Volatility | Finanzintermediation | Financial intermediation | Elektronisches Handelssystem | Electronic trading |
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