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Rock around the Clock: an explanation of flash crashes
Sandrine Jacob Leal,[1] Mauro Napoletano,[2] Andrea Roventini,[3] Giorgio Fagiolo[4] On May 6 2010, contemporaneously with the unprecedented price decrease of the E-Mini S&P500[5], many US […]
Sandrine Jacob Leal,[1] Mauro Napoletano,[2] Andrea Roventini,[3] Giorgio Fagiolo[4] On May 6 2010, contemporaneously with the unprecedented price decrease of the E-Mini S&P500[5], many US […]
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