Exchange-Traded Funds, Market Structure, and the Flash Crash
- 1 July 2012
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 68 (4) , 20-35
- https://doi.org/10.2469/faj.v68.n4.6
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Automation, speed, and stock market quality: The NYSE's HybridJournal of Financial Markets, 2011
- Is market fragmentation harming market quality?Journal of Financial Economics, 2011
- The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed TradingThe Journal of Portfolio Management, 2011
- Does Algorithmic Trading Improve Liquidity?The Journal of Finance, 2011
- Liquidity and Price Discovery in Exchange-Traded Funds: One of Several Possible Lessons from the Flash CrashThe Journal of Index Investing, 2010