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.

Bibliographic Details
Published in:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Main Author: Jiang, George J.
Format: Article
Language:English
Subjects:
Treasury bonds.
Macroeconomics.
Liquidity.
Securities prices.