Edited by Geoffrey Poitras
Chapter 11: What Happened on 6 May 2010? Anatomy of the Flash Crash
11 What happened on 6 May 2010? Anatomy of the flash crash Geoffrey Poitras [R]emarkably fast-growing IT-driven ECNs, MTFs, and other off-exchange trading facilities are giving rise to noticeable issues such as market fragmentation, regulatory dis...
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