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

Kirilenko, A., Kyle, A., Samadi, M. & Tuzun, T. (2017). ‘Flash Crash’: The first market crash in the era of algorithms and automated trading.
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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

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