Do designated market makers provide liquidity during a flash crash?
Year of publication: |
2022
|
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Authors: | Bellia, Mario ; Christensen, Kim ; Kolokolov, Aleksey ; Pelizzon, Loriana ; RenĂ², Roberto |
Publisher: |
Frankfurt a. M. : Leibniz Institute for Financial Research SAFE |
Subject: | flash crashes | designated market makers (DMMs) | high-frequency traders (HFTs) | market fragility |
Series: | SAFE Working Paper ; 270 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1837012237 [GVK] hdl:10419/268748 [Handle] RePEc:zbw:safewp:270 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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