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.

Bibliografiska uppgifter
I publikationen:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Huvudupphovsman: Jiang, George J.
Materialtyp: Artikel
Språk:English
Ämnen:
Treasury bonds.
Macroeconomics.
Liquidity.
Securities prices.