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
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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

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