Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis
Year of publication: |
2003-06
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Authors: | Danielsson, Jon ; Saltoglu, Burak |
Institutions: | London School of Economics (LSE) |
Subject: | Order flow model | Financial crisis | Institution identity | Turkey |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Discussion paper, 456 35 pages |
Classification: | D8 - Information and Uncertainty ; G1 - General Financial Markets ; F3 - International Finance |
Source: |
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