Concepedia

Would Position Limits Have Made any Difference to the 'Flash Crash' on May 6, 2010

Bernard T. Lee, Shih-Fen Cheng, Annie Koh

SSRN Electronic Journal · 2010 · 10 citations · 2 references

DOIFull text

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References

2

The Flash Crash: High-Frequency Trading in an Electronic Market

Andrei Kirilenko, Albert S. Kyle, Mehrdad Samadi et al. · SMU Scholar (Southern Methodist University) · 2011 · 350 citations

, , +15

Designing the Market Game for a Commodity Trading Simulation

Shih-Fen Cheng · 2007 · 13 citations · Full text

, , +14