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Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Proceedings of the Second ACM International Conference on AI in Finance.
Autor:
Megan Shearer
Publikováno v:
SSRN Electronic Journal.
Mini flash crashes are rapid volatility events reminiscent of the May 6, 2010 Flash Crash in the US stock market. The frequency of mini flash crashes and their similarity to the Flash Crash provide an avenue to study patterns in order and trade activ