Price Discovery in the Dual-Platform US Treasury Market
Year of publication: |
2015
|
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Authors: | Sun, Zhuowei ; Dunne, Peter G. ; Li, Youwei |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Microstructure | Treasury market | Bid-ask spread | Price discovery |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C32 - Time-Series Models ; D4 - Market Structure and Pricing ; G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
The microstructure of a US Treasury ECN: The BrokerTec platform
Fleming, Michael J., (2009)
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The Microstructure of a U.S. Treasury ECN: The Brokertec Platform
Fleming, Michael, (2008)
-
Price discovery in the dual-platform US Treasury market
Sun, Zhuowei, (2015)
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-
Price discovery in the dual-platform US Treasury market
Sun, Zhuowei, (2015)
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Price Discovery in the Dual-Platform US Treasury Market
Dunne, Peter G., (2011)
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Price Discovery in the Dual-Platform US Treasury Market
Dunne, Peter G., (2011)
- More ...