Impact and recovery process of mini flash crashes: An empirical study
Impact and recovery process of mini flash crashes: An empirical study
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Publisher
United States: Public Library of Science
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Language
English
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Publisher
United States: Public Library of Science
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Contents
In an Ultrafast Extreme Event (or Mini Flash Crash), the price of a traded stock increases or decreases strongly within milliseconds. We present a detailed study of Ultrafast Extreme Events in stock market data. In contrast to popular belief, our analysis suggests that most of the Ultrafast Extreme Events are not necessarily due to feedbacks in Hig...
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Full title
Impact and recovery process of mini flash crashes: An empirical study
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TN_cdi_plos_journals_2042206328
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_plos_journals_2042206328
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ISSN
1932-6203
E-ISSN
1932-6203
DOI
10.1371/journal.pone.0196920
