The double-edged role of social learning: Flash crash and lower total volatility
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DOI: 10.1016/j.jebo.2019.09.007
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- Zhang, Qun & Zhang, Zhendong & Luo, Jiawen, 2024. "Asymmetric and high-order risk transmission across VIX and Chinese futures markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
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More about this item
Keywords
Social learning; Flash crash; Agent-based model; Adaptation;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G01 - Financial Economics - - General - - - Financial Crises
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