Liang Wang

University of Cambridge

Research Associate

Computer Laboratory

William Gates Building, 15 JJ Thomson Ave

Cambridge, CB3 0FD

United Kingdom

http://www.cl.cam.ac.uk/~lw525/

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Scholarly Papers (1)

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An Agent-Based Model of the Flash Crash of May 6, 2010, with Policy Implications

Number of pages: 39 Posted: 07 Oct 2013 Last Revised: 27 Feb 2014
Tommi A. Vuorenmaa and Liang Wang
Rayleigh Research and University of Cambridge
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Abstract:

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agent-based model, feedback loop, flash crash, high-frequency trading, hot-potato effect, market regulations, tick size