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MARKET MICROSTRUCTURE DESIGN AND FLASH CRASHES: A SIMULATION APPROACH |
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| Authors: | Paul Brewer Jaksa Cvitanic Charles R. Plott |
| Affiliation: | 1. Economic and Financial Technology Consulting;2. California Institute of Technology |
| Abstract: | |
| Keywords: | G17 G18 market microstructure flash crash high frequency trading call markets market regulation market simulation |
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