Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation

Nathalie Oriol and Iryna Veryzhenko

Quantitative Finance, 2019, vol. 19, issue 7, 1075-1092

Abstract: Analyzing the market reaction to a flash crash caused by an operational shock with different market participants

Date: 2019
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DOI: 10.1080/14697688.2018.1548771

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