EconPapers    
Economics at your fingertips  
 

High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments

Sandrine Jacob Leal (sandrine.jacob-leal@icn-artem.com), Mauro Napoletano, Andrea Roventini and Giorgio Fagiolo (giorgio.fagiolo@santannapisa.it)
Additional contact information
Sandrine Jacob Leal: ICN Business School, CEREFIGE - Centre Européen de Recherche en Economie Financière et Gestion des Entreprises - UL - Université de Lorraine

Post-Print from HAL

Abstract: no abstract

Keywords: regulatory policy experiments; Flash Crashes; High-Frequency Trading (search for similar items in EconPapers)
Date: 2015
References: Add references at CitEc
Citations:

Published in 5th International Conference of the Financial Engineering and Banking Society (FEBS), 2015, Nantes, France

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments (2015)
Working Paper: High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments (2015)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01508006

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD (hal@ccsd.cnrs.fr).

 
Page updated 2025-03-22
Handle: RePEc:hal:journl:hal-01508006