Price formation and liquidity in the US treasury market : the response to public information
Year of publication: |
1999
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Authors: | Fleming, Michael J. ; Remolona, Eli M. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 54.1999, 5, p. 1901-1915
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Subject: | Staatspapier | Government securities | Volatilität | Volatility | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | USA | United States | 1994 |
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