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.

Bibliografiske detaljer
Udgivet i:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Hovedforfatter: Jiang, George J.
Format: Article
Sprog:English
Fag:
Treasury bonds.
Macroeconomics.
Liquidity.
Securities prices.