The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes.

The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes.

We investigate the causal uncertainty surrounding the flash crash in the U.S. Treasury bond market on October 15, 2014, and the unresolved concern that no clear link has been identified between the start of the flash crash at 9:33 and the opening of the U.S. equity market at 9:30. We consider the co...

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Bibliographic Details
Main Authors: Zachary S Levine, Scott A Hale, Luciano Floridi
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2017-01-01
Series:PLoS ONE
Online Access:http://europepmc.org/articles/PMC5665520?pdf=render

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