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.

Bibliografski detalji
Izdano u:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Glavni autor: Jiang, George J.
Format: Članak
Jezik:English
Teme:
Treasury bonds.
Macroeconomics.
Liquidity.
Securities prices.