High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market
Year of publication: |
2014
|
---|---|
Authors: | Jiang, George J. ; Lo, Ingrid ; Valente, Giorgio |
Institutions: | Bank of Canada |
Subject: | Financial markets |
-
Jiang, George J., (2014)
-
How news affects sectoral stock prices through earnings expectations and risk premia
Hvid, Anna Kirstine, (2021)
-
How news affects sectoral stock prices through earnings expectations and risk premia
Hvid, Anna Kirstine, (2021)
- More ...
-
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market
Jiang, George J., (2008)
-
Private Information Flow and Price Discovery in the U.S. Treasury Market
Jiang, George J., (2011)
-
Jiang, George J., (2014)
- More ...