You Need Three Butterflies to Cause a Hurricane
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References listed on IDEAS
- Anderson, Nicola & Webber, Lewis & Noss, Joseph & Beale, Daniel & Crowley-Reidy, Liam, 2015. "Financial Stability Paper 34: The resilience of financial market liquidity," Bank of England Financial Stability Papers 34, Bank of England.
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The Review of Financial Studies, Society for Financial Studies, vol. 27(6), pages 1615-1660.
- Giovanni Cespa & Thierry Foucault, 2014. "Illiquidity Contagion and Liquidity Crashes," Post-Print hal-00998274, HAL.
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More about this item
Keywords
Flash Crash; abnormal market events; volatility; liquidity; stop-loss orders;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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