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.

書目詳細資料
發表在:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
主要作者: Jiang, George J.
格式: Article
語言:English
主題:
Treasury bonds.
Macroeconomics.
Liquidity.
Securities prices.