Mini Flash Crashes in S&P 500 Equities

Author

Chyng Wen TEE, Singapore Management UniversityFollow
Hian Ann, Christopher TING, Singapore Management UniversityFollow

Publication Type

Working Paper

Publication Date

2014

Discipline

Business

Research Areas

Quantitative Finance

Citation

TEE, Chyng Wen and TING, Hian Ann, Christopher. Mini Flash Crashes in S&P 500 Equities. (2014).
Available at: https://ink.library.smu.edu.sg/lkcsb_research/4533