Please click here to download the most recent piece from Instinet's Global Trading Research group. In this one, Alison Crosthwait (Director, Global Trading Strategy), examines how the various market-wide and venue-specific price control mechanisms performed/would have performed in the mini ETF flash crash on March 31st.
FTSE Mondo Visione Exchanges Index:
Instinet's Global Trading Research Group: Flash Crash Retrospective: Limit Up-Limit Down is the Best Response
Date 06/05/2011