2010 Flash Crash

Known as: May 6, 2010 flash crash, 2010 Market Crash, Market Crash of 2010 
The May 6, 2010, Flash Crash also known as The Crash of 2:45, the 2010 Flash Crash or simply the Flash Crash, was a United States trillion-dollar… (More)
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Papers overview

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Review
2014
Review
2014
Modern day stock markets have almost entirely became automated. Even though it means increased profits for the investors by… (More)
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Highly Cited
2013
Highly Cited
2013
We introduce optimistic crash consistency, a new approach to crash consistency in journaling file systems. Using an array of… (More)
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2012
2012
We analyse all Mini Flash Crashes (or Flash Equity Failures) in the US equity markets in the four most volatile months during… (More)
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2012
2012
We study consequences of regulatory interventions in limit order markets that aim at stabilizing the market after an occurrence… (More)
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2012
2012
We propose a zero-intelligence agent-based model of the E-Mini S&P 500 futures market, which allows for a close examination of… (More)
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Highly Cited
2011
Highly Cited
2011
  • Andrei Kirilenko Mehrdad Samadi Albert S. Kyle Tugkan
  • 2011
We use E-mini S&P 500 futures market audit-trail data to compare the trading of High Frequency Traders and other traders during… (More)
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2009
2009
We consider a dynamic limit order market in which traders optimally choose whether to acquire information about the asset and the… (More)
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2007
2007
What explains variations in electoral volatility? The authors argue that fiscal space—availability of financial resources to… (More)
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Highly Cited
2006
Highly Cited
2006
T he history of the stock market is full of events striking enough to earn their own names: the Great Crash of 1929, the ’Tronics… (More)
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Highly Cited
1995
Highly Cited
1995
We present a model for pricing and hedging derivative securities and option portfolios in an environment where the volatility is… (More)
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