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Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events

dc.rights.licenseCreative Commonsen_US
dc.contributor.authorDesagre, C.
dc.contributor.authorLaly, F.
dc.contributor.authorPetitjean, M.
dc.date.accessioned2025-04-02T09:16:22Z
dc.date.available2025-04-02T09:16:22Z
dc.date.issued2025
dc.identifier.urihttps://luck.synhera.be/handle/123456789/3037
dc.language.isoENen_US
dc.subjectFlash eventsen_US
dc.subjectMini flash crashesen_US
dc.subjectExtreme price movementsen_US
dc.subjectHighfrequency tradingen_US
dc.subjectTrading activityen_US
dc.subjectLiquidityen_US
dc.subjectMarket stabilityen_US
dc.subjectMarket microstructureen_US
dc.subject.enFlash eventsen_US
dc.subject.enMini flash crashesen_US
dc.subject.enExtreme price movementsen_US
dc.subject.enHighfrequency tradingen_US
dc.subject.enTrading activityen_US
dc.subject.enLiquidityen_US
dc.subject.enMarket stabilityen_US
dc.subject.enMarket microstructureen_US
dc.titleRevisiting the trading activity of high-frequency trading firms around ultra-fast flash eventsen_US
dc.title.enRevisiting the trading activity of high-frequency trading firms around ultra-fast flash eventsen_US
dc.typeArticle scientifiqueen_US
synhera.institutionICHEC-ECAM-ISFSCen_US
synhera.stakeholders.fundICHECen_US


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