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.

Opis bibliograficzny
Wydane w:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
1. autor: Jiang, George J.
Format: Artykuł
Język:English
Hasła przedmiotowe:
Treasury bonds.
Macroeconomics.
Liquidity.
Securities prices.