High-frequency trading in the U.S. treasury market around macroeconomic news announcements
Year of publication: |
[2018]
|
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Authors: | Jiang, George J. ; Lo, Ingrid ; Valente, Giorgio |
Publisher: |
Hong Kong : Hong Kong Institute for Monetary Research |
Subject: | High-frequency Trading | Macroeconomic News Announcements | U.S. Treasury Market | Market Liquidity | Price Efficiency | USA | United States | Ankündigungseffekt | Announcement effect | Elektronisches Handelssystem | Electronic trading | Wirkungsanalyse | Impact assessment | Staatspapier | Government securities | Börsenkurs | Share price | Rentenmarkt | Bond market | Marktliquidität | Market liquidity | Volatilität | Volatility | Liquidität | Liquidity |
Extent: | 1 Online-Ressource (circa 48 Seiten) Illustrationen |
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Series: | HKIMR working paper. - Hong Kong, ZDB-ID 2457293-7. - Vol. 2018, no. 19 (August 2018) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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