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Kirilenko et al.: "The Flash Crash: The Impact of High Frequency Trading on an Electronic Market"

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SSRN-The Flash Crash: The Impact of High Frequency Trading on an Electronic Market by Andrei Kirilenko, Albert (Pete) Kyle, Mehrdad Samadi, Tugkan Tuzun

February 20, 2011 at 15:21 in #economics | Permalink | Comments (0)

Grasping Reality on TypePad, by Brad DeLong

The current place where I am posting material is over on the SubStack: http://braddelong.substack.com

Kirilenko et al.: "The Flash Crash: The Impact of High Frequency Trading on an Electronic Market"

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