More trading is algorithmic or computer generated, and in markets where it is allowed, high frequency. However, what happens when there is an algorithmic trading error? This study attempts to answer that question by examining the August 16, 2013, fat‐finger trade in Chinese equity and equity...

This study investigates how exchange-traded fund (ETF) activity affects the informational efficiency of its underlying stocks in the Chinese market which has several different features from developed markets. We show that increased ETF ownership improves stock liquidity and attracts informed...

Graph coloring is an important tool in the study of optimization, computer science, network design, e.g., file transferring in a computer network, pattern matching, computation of Hessians matrix and so on. In this paper, we consider one important coloring, vertex coloring of a total graph,...