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Search: subject:"Order flow model"
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Danielsson, Jon
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Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis
Danielsson, Jon
;
Saltoglu, Burak
-
London School of Economics (LSE)
-
2003
An
order
flow
model
, where the coded identity of the counterparties of every trade is known, hence providing …
Persistent link: https://www.econbiz.de/10010746370
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