An Analysis of Extreme Price Shocks and Illiquidity among Systematic Trend Followers

بواسطة LEE, Wing Bernard, CHENG, Shih-Fen, KOH, Annie
منشور في 2010

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

بواسطة LEE, Wing Bernard, CHENG, Shih-Fen, KOH, Annie
منشور في 2010

Parallel Markets, Interdependent Assets, and Market Crashes: An Agent-Based Modeling Perspective

بواسطة CHENG, Shih-Fen, LEE, Wing Bernard, KOH, Annie
منشور في 2011

Would price limits have made any difference to the 'Flash Crash' on May 6, 2010

بواسطة LEE, Wing Bernard, CHENG, Shih-Fen, KOH, Annie
منشور في 2011