Browsing by Subject "Order Flow Toxicity"
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Informed trading around extreme events in Borsa Istanbul
(Kadir Has Üniversitesi, 2022-01)On February 22, 2017, two Turkish blue-chip stocks Ko¸c Holding (KCHOL) and Turkcell (TCELL) experienced a simultaneous flash event resulting in a sudden price crash during the continuous auction in Borsa Istanbul Equity ...