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‘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. LSE Business Review (26 Jun 2017). Website.

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Abstract

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 (Website)
Official URL: http://blogs.lse.ac.uk/businessreview/
Additional Information: © 2017 The Author(s); Online
Divisions: LSE
Subjects: H Social Sciences > HD Industries. Land use. Labor
H Social Sciences > HG Finance
Sets: Collections > LSE Business Review Blog
Date Deposited: 06 Jul 2017 11:02
Last Modified: 02 Jul 2020 23:15
URI: http://eprints.lse.ac.uk/id/eprint/83225

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