Price discovery in the dual-platform US Treasury market
Zhuowei Sun, Peter G. Dunne, Youwei Li
| Year of publication: |
2015
|
|---|---|
| Authors: | Sun, Zhuowei ; Dunne, Peter G. ; Li, Youwei |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 28.2015, p. 95-110
|
| Subject: | Microstructure | Treasury market | Bid-ask spread | Price discovery | USA | United States | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | 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: | 10.1016/j.gfj.2015.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011478128