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

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

On May 6, 2010, the US equity markets experienced a brief but highly unusual drop in prices across a number of stocks and indices. The Dow Jones Industrial Average (DJIA) fell by approximately 9% in a matter of minutes, and several stocks were traded down sharply before recovering a short time later...

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Bibliographic Details
Main Authors: LEE, Wing Bernard, CHENG, Shih-Fen, KOH, Annie
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2010
Subjects:
6 May 2010
Flash Crash
Liquidity Withdrawal
Extreme Market Movements
Agent-based Simulation
Speculative Activities
Position Limits
Finance and Financial Management
Numerical Analysis and Scientific Computing
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/sis_research/1333
https://ink.library.smu.edu.sg/context/sis_research/article/2332/viewcontent/FlashCrash6May_2011.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/sis_research/1333
https://ink.library.smu.edu.sg/context/sis_research/article/2332/viewcontent/FlashCrash6May_2011.pdf

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