Mini-Flash Crashes, Model Risk, and Optimal Execution

Mini-Flash Crashes, Model Risk, and Optimal Execution

Bayraktar, Erhan, Munk, Alexander
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Language:
english
Journal:
Market Microstructure and Liquidity
DOI:
10.1142/S2382626618500107
Date:
August, 2018
File:
PDF, 1.57 MB
english, 2018
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