Nicolas Megarbane

Autorité des Marchés Financiers

France

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

Number of pages: 58 Posted: 22 Aug 2017

Nicolas Megarbane, Pamela Saliba, Pamela Saliba, Charles‐Albert Lehalle and Mathieu Rosenbaum

Autorité des Marchés Financiers, Autorité des Marchés FinanciersEcole Polytechnique, Paris - Centre De Mathématiques Appliquées (CMAP), Capital Fund Management and Université PSL

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