Would price limits have made any difference to the 'Flash Crash' on May 6, 2010
On May 6, 2010, the U.S. equity markets experienced a brief but highly unusual drop in prices across a number of stocks and indices. The Dow Jones Industrial Average (see Figure 1) fell by approximately 9% in a matter of minutes, and several stocks were traded down sharply before recovering a short...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2011
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| Online Access: | https://ink.library.smu.edu.sg/sis_research/1392 https://ink.library.smu.edu.sg/context/sis_research/article/2391/viewcontent/SSRN_id1701078.pdf |
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| Institution: | Singapore Management University |
| Language: | English |