Algorithmic trading and mini flash crashes: evidence from Austria

DOI10.1016/J.ECONLET.2024.111982MaRDI QIDQ6665047zbMATH OpenFDO

Authors Roland Mestel, Viktoria Steffen, Erik Theissen

Publication date 16 January 2025

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2024.111982

zbMATH Keywords

algorithmic tradingmini flash crashes

Mathematics Subject Classification ID

Financial markets (91G15)

Recommendations

• Mini flash crashes: Review, taxonomy and policy responses
• Algorithmic trading efficiency and its impact on market-quality
• Dynamic limit order placement activities and their effects on stock market quality
• High frequency trading strategies, market fragility and price spikes: an agent based model perspective
• High frequency traders and the price process

Cites work

• Mini flash crashes: Review, taxonomy and policy responses

This page was built for publication: Algorithmic trading and mini flash crashes: evidence from Austria

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6665047)