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.

Λεπτομέρειες βιβλιογραφικής εγγραφής
Τόπος έκδοσης:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Κύριος συγγραφέας: Jiang, George J.
Μορφή: Άρθρο
Γλώσσα:English
Θέματα:
Treasury bonds.
Macroeconomics.
Liquidity.
Securities prices.