Market microstructure design and flash crashes: A simulation approach
Year of publication: |
2013
|
---|---|
Authors: | Brewer, Paul ; Cvitanic, Jaksa ; Plott, Charles R. |
Published in: |
Journal of Applied Economics. - Universidad del CEMA, ISSN 1667-6726. - Vol. XVI.2013, November, 2, p. 223-250
|
Publisher: |
Universidad del CEMA |
Subject: | market microstructure | flash crash | high frequency trading | call markets | market regulation | market simulation |
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