trading – Archives du blog 2011

High-frequency trading and regulatory policies. A tale of market stability vs. market resilience

26 January 2018 0

by Sandrine Jacob Leal and Mauro Napoletano Over the past decades, high-frequency trading (HFT) has sharply increased in US and European markets. HFT represents a […]

Rock around the Clock: an explanation of flash crashes

29 April 2014 0

Sandrine Jacob Leal,[1] Mauro Napoletano,[2] Andrea Roventini,[3] Giorgio Fagiolo[4] On May 6 2010, contemporaneously with the unprecedented price decrease of the E-Mini S&P500[5], many US […]