Nicolas Megarbane

Autorité des Marchés Financiers

France

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Scholarly Papers (1)

1.

The Behaviour of High-Frequency Traders Under Different Market Stress Scenarios

Number of pages: 58 Posted: 22 Aug 2017
Autorité des Marchés Financiers, Autorité des Marchés Financiers, Capital Fund Management and Ecole Polytechnique, Palaiseau
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Citation 6

Abstract:

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High frequency trading, volatility, microstructure, regulation