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.

Detaylı Bibliyografya
Yayımlandı:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Yazar: Jiang, George J.
Materyal Türü: Makale
Dil:English
Konular:
Treasury bonds.
Macroeconomics.
Liquidity.
Securities prices.