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Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes

Flash crashes in financial markets have become increasingly important, attracting attention from financial regulators, market makers as well as from the media and the broader audience. Systemic risk and the propagation of shocks in financial markets is also a topic of great relevance that has attrac...

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Detalles Bibliográficos
Autores principales: Turiel, Jeremy D., Aste, Tomaso
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8870795/
https://www.ncbi.nlm.nih.gov/pubmed/35205551
http://dx.doi.org/10.3390/e24020257