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Large Bets and Stock Market Crashes - MaRDI portal

Large Bets and Stock Market Crashes (Q6119983)

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scientific article; zbMATH DE number 7807114
Language Label Description Also known as
English
Large Bets and Stock Market Crashes
scientific article; zbMATH DE number 7807114

    Statements

    title
    Large Bets and Stock Market Crashes (English)
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    author
    Albert S. Kyle
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    A. A. Obizhaeva
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    publication date
    20 February 2024
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    zbMATH Keywords
    crashes
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    liquidity
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    price impact
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    market depth
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    systemic risk
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    market microstructure
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    invariance
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    Identifiers

    zbMATH DE Number
    7807114
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    OpenAlex ID
    W3125366647
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    DOI
    10.1093/ROF/RFAD008
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