‘Flash Crash’: The first market crash in the era of algorithms and automated trading

Kirilenko, Andrei; Kyle, Albert; Samadi, Mehrdad; and Tuzun, Tugkan (2017) ‘Flash Crash’: The first market crash in the era of algorithms and automated trading. [Online resource]

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How non-designated intraday intermediaries responded in the E-mini S&P 500 futures market crash on 6 May 2010 - by Andrei Kirilenko, Albert Kyle, Mehrdad Samadi, and Tugkan Tuzun

Item Type	Online resource
Departments	LSE
Date Deposited	06 Jul 2017 11:02
URI	https://researchonline.lse.ac.uk/id/eprint/83225

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http://blogs.lse.ac.uk/businessreview/2017/06/26/flash-crash-the-first-market-crash-in-the-era-of-algorithms-and-automated-trading/ (Publisher)

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