Information shocks, liquidity shocks, jumps, and price discovery Evidence from the U.S. treasury market.

Information shocks, liquidity shocks, jumps, and price discovery Evidence from the U.S. treasury market.

Bibliografiset tiedot
Julkaisussa:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Päätekijä: Jiang, George J.
Aineistotyyppi: Artikkeli
Kieli:English
Aiheet:
Treasury bonds.
Macroeconomics.
Liquidity.
Securities prices.