Exchange-Traded Funds, Market Structure and the Flash Crash

1 January 2011

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.1932925

Abstract

The “Flash Crash” of May 6, 2010 saw some stocks and exchange-traded funds traded at pennies only to rapidly recover in price. We show that the impact of the Fl

Keywords

STRUCTURE
MARKET
TRADED FUNDS
PENNIES
PRICE
STOCKS
RAPIDLY
SAW
FLASH

This publication has 0 references indexed in Scilit: