Some Statistical Properties of the Mini Flash Crashes
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Cited by:
- Zachary S Levine & Scott A Hale & Luciano Floridi, 2017. "The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes," PLOS ONE, Public Library of Science, vol. 12(11), pages 1-14, November.
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More about this item
Keywords
flash crash; mini flash crashes;JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2015-07-11 (Risk Management)
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