Flash crash

Results: 344



#Item
101Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Exponentials / Normal distribution / Stable distribution / Volatility / Lévy distribution / Power law / Statistics / Probability theory / Mathematical finance

M PRA Munich Personal RePEc Archive The canonical econophysics approach to the flash crash of May 6, 2010 Joao Mazzeu and Thiago Otuki and Sergio Da Silva

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Source URL: mpra.ub.uni-muenchen.de

Language: English - Date: 2013-02-19 01:57:55
102Stock market / Finance / Dark liquidity / Algorithmic trading / Electronic trading / Flash Crash / Open outcry / Order / Lit pool / Financial markets / Financial economics / Investment

Patt_9780307887177_3p_all_r1.indd

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Source URL: scottpattersonreports.com

Language: English - Date: 2012-06-14 10:49:22
103Business / Cross listing / London Stock Exchange / Stock exchange / Corporate governance / OMX / Flash Crash / Initial public offering / Financial market / Stock market / Financial economics / Investment

OPENING REMARKS Adrian Blundell-Wignall, Deputy Director of the Directorate for Financial & Enterprises Affairs and Special Advisor the Secretary General on Financial Markets First meeting of the Taskforce on MENA Stock

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Source URL: www.oecd.org

Language: English - Date: 2014-07-21 01:48:33
104Investment / Dark liquidity / Flash Crash / Order / Market liquidity / Trading room / Securities Exchange Act / Markets in Financial Instruments Directive / Transparency / Financial markets / Financial economics / Finance

Microsoft Word - ICI IOSCO Dark Liquidity Consultation Letter FINAL

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Source URL: www.iciglobal.org

Language: English
105Investment / High-frequency trading / Algorithmic trading / Flash Crash / Dark liquidity / Trading room / International Organization of Securities Commissions / Market maker / Market liquidity / Financial markets / Financial economics / Finance

Microsoft Word - ICI IOSCO HFT Letter FINAL

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Source URL: www.iciglobal.org

Language: English
106Investment / Finance / Dark liquidity / Algorithmic trading / Bid–offer spread / Order / Flash Crash / Electronic communication network / Market maker / Financial markets / Financial economics / Stock market

Do Dark Pools Harm Price Discovery?∗ Haoxiang Zhu† MIT Sloan School of Management November 16, 2013 Forthcoming, Review of Financial Studies

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Source URL: www.mit.edu

Language: English - Date: 2013-11-16 03:01:56
107Mathematical finance / Economics / Stock market / Algorithmic trading / Foreign exchange market / High-frequency trading / Trading strategy / Derivative / Flash Crash / Financial markets / Financial economics / Finance

Me and My Machine: The Automated Trader Interview Larry Levy

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Source URL: www.automatedtrader.net

Language: English - Date: 2010-08-09 09:27:43
108Investment / Market maker / Market liquidity / Consolidated Tape Association / Market depth / Stock market / Order / Dark liquidity / Flash Crash / Financial markets / Financial economics / Finance

January 20, 2015 VIA EMAIL Mr. Brent Fields, Secretary U.S. Securities and Exchange Commission 100 F. Street, NE Washington, DC 20549

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Source URL: www.sec.gov

Language: English - Date: 2015-01-20 16:25:50
109Economics / Mathematical finance / Stock market / High-frequency trading / International Organization of Securities Commissions / Algorithmic trading / Flash Crash / Dark liquidity / Securities Commission of New Zealand / Financial markets / Financial economics / Finance

Microsoft Word - ICI -ICI Global Letter on IOSCO Market Surveillance Consultation.doc

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Source URL: www.iciglobal.org

Language: English
110Investment / High-frequency trading / Algorithmic trading / Flash Crash / Markets in Financial Instruments Directive / Trading room / Hedge fund / Dodd–Frank Wall Street Reform and Consumer Protection Act / Dark liquidity / Financial economics / Financial markets / Finance

Microsoft Word - ICI MiFID Consultation Letter

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Source URL: www.iciglobal.org

Language: English
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