Advanced search
Publication Cover
Quantitative Finance Volume 19, 2019 - Issue 7
Submit an article Journal homepage
471
Views
6
CrossRef citations to date
0
Altmetric
Features

Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation

Nathalie OriolUniversité Côte d'Azur, CNRS, GREDEG, 250 rue Albert Einstein, 06560Valbonne, FranceView further author information
&
Iryna VeryzhenkoConservatoire National des Arts et Métiers, LIRSA, LabEx ReFi, 40 rue des Jeûneurs, 75002Paris, FranceCorrespondence[email protected]
[email protected]
View further author information
Pages 1075-1092 | Received 07 Dec 2017, Accepted 30 Oct 2018, Published online: 16 Jan 2019

Citations (6)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (2)

Yang Yang, Xinli Que, Qian Qian & Hao Fang. (2023) An agent-based model of supply chain financing: agents’ strategies, performance, and risk contagions. Journal of Simulation 0:0, pages 1-18.
Read now
Jiajia Liu & Jichang Dong. (2022) A multi-agent simulation of investment choice in the P2P lending market with bankruptcy risk. Journal of Simulation 16:2, pages 132-146.
Read now

Articles from other publishers (4)

Iryna Veryzhenko, Arthur Jonath & Etienne Harb. (2022) Non-Value-Added Tax to improve market fairness and quality. Financial Innovation 8:1.
Crossref
Haijun Yang & Feng Xue. (2021) Analysis of stock market volatility: Adjusted VPIN with high-frequency data. International Review of Economics & Finance 75, pages 210-222.
Crossref
Oğuz ERSAN, Nihan DALGIÇ, Cumhur Enis EKİNCİ & Mehmet BODUR. (2021) High-Frequency Trading and its Impact on Market Liquidity: A Review of LiteratureHigh-Frequency Trading and its Impact on Market Liquidity: A Review of Literature. Alanya Akademik Bakış 5:1, pages 345-368.
Crossref
Jinyu Zhang & Chenhui Xia. (2020) Structured Multi-Agent-Based Model for Bankruptcy Contagion With Cash Flow. IEEE Access 8, pages 171716-171729.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.