The Flash Crash: High-Frequency Trading in an Electronic Market

A-Tier

Journal: Journal of Finance

Year: 2017

Volume: 72

Issue: 3

Pages: 967-998

Authors (4)

ANDREI KIRILENKO (Imperial College) ALBERT S. KYLE (not in RePEc) MEHRDAD SAMADI (not in RePEc) TUGKAN TUZUN (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count