Large Bets and Stock Market Crashes Albert S. Kyle and Anna A. Obizhaeva∗ First Draft: March 5, 2012 This Draft: July 3, 2013 For ﬁve stock market crashes, we compare price declines with predictions from market micr

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Date: 2015-04-30 05:53:56 Financial markets Finance Mathematical finance Stock market Flash Crash Volatility Market impact Wall Street Crash Black Monday Economics Stock market crashes Financial economics		Large Bets and Stock Market Crashes Albert S. Kyle and Anna A. Obizhaeva∗ First Draft: March 5, 2012 This Draft: July 3, 2013 For ﬁve stock market crashes, we compare price declines with predictions from market micr Add to Reading List Source URL: scholar.rhsmith.umd.edu Download Document from Source Website File Size: 379,19 KB Share Document on Facebook

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