Search Results - "Steffen, Viktoria"

A literature review on extreme price movements with reversal by Steffen, Viktoria

“…Extreme price movements with reversal (EPMRs) are positive or negative price patterns that reverse in a specific time period after the initial price change. Up…”
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Algorithmic trading and mini flash crashes: Evidence from Austria by Mestel, Roland, Steffen, Viktoria, Theissen, Erik

“…We use stock-day level data on the market share of algorithmic trading to analyze whether algorithmic trading affects the frequency of mini flash crashes in…”
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