Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes
Flash crashes in financial markets have become increasingly important, attracting attention from financial regulators, market makers as well as from the media and the broader audience. Systemic risk and the propagation of shocks in financial markets is also a topic of great relevance that has attrac...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2022-02-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/24/2/257 |