Jiang, G. J. Information shocks, liquidity shocks, jumps, and price discovery: Evidence from the U.S. treasury market. Journal of financial and quantitative analysis.
Chicago Style (17th ed.) CitationJiang, George J. "Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market." Journal of Financial and Quantitative Analysis .
MLA (9th ed.) CitationJiang, George J. "Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market." Journal of Financial and Quantitative Analysis, .
Warning: These citations may not always be 100% accurate.