Short horizon liquidity and trading activity in the US Treasury market : do inventory holding costs matter?
Kenneth Khang and Tao-Hsien Dolly King
| Year of publication: |
2010
|
|---|---|
| Authors: | Khang, Kenneth ; King, Tao-Hsien Dolly |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 13/15, p. 1085-1098
|
| Subject: | Staatspapier | Government securities | Rentenmarkt | Bond market | Marktliquidität | Market liquidity | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | USA | United States | 2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009010303