Economic news and bond prices : evidence from the US treasury market
Pierluigi Balduzzi; Edwin J. Elton, and T. Clifton Green
| Year of publication: |
2001
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|---|---|
| Authors: | Balduzzi, Pierluigi ; Elton, Edwin J. ; Green, Tracy Clifton |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 36.2001, 4, p. 523-543
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| Subject: | Ankündigungseffekt | Announcement effect | Staatspapier | Government securities | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | USA | United States | Wirkungsanalyse | Impact assessment |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of financial and quantitative analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001651573