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.

书目详细资料
发表在:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
主要作者: Jiang, George J.
格式: 文件
语言:English
主题:
Treasury bonds.
Macroeconomics.
Liquidity.
Securities prices.