Market microstrucutre design and flash crashes : a simulation approach
Year of publication: |
2013
|
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Authors: | Brewer, Paul J. ; Cvitanić, Jakša ; Plott, Charles |
Published in: |
Journal of applied economics. - Buenos Aires, ISSN 1514-0326, ZDB-ID 1480229-6. - Vol. 16.2013, 2, p. 223-250
|
Subject: | market microstructure | flash crash | high frequency trading | call markets | market regulation | market simulation | Marktmikrostruktur | Market microstructure | Simulation | Finanzkrise | Financial crisis | Elektronisches Handelssystem | Electronic trading | Finanzmarkt | Financial market | Börsenkurs | Share price | Theorie | Theory |
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