Macroeconomic announcements and the distribution of price-endings in the U.S. Treasury market
Andrei Nikiforov and Eugene Pilotte
| Year of publication: |
February 2017
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|---|---|
| Authors: | Nikiforov, Andrei ; Pilotte, Eugene A. |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 52.2017, 1, p. 69-100
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| Subject: | macroeconomic announcements | price resolution | U.S. Treasury securities | clustering | USA | United States | Ankündigungseffekt | Announcement effect | Staatspapier | Government securities | Börsenkurs | Share price | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fire.12118 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011656874