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.

Dades bibliogràfiques
Publicat a:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Autor principal: Jiang, George J.
Format: Article
Idioma:English
Matèries:
Treasury bonds.
Macroeconomics.
Liquidity.
Securities prices.