The microstructure of a U.S. Treasury ECN : the BrokerTec platform
Michael J. Fleming, Bruce Mizrach, Giang Nguyen
| Year of publication: |
2018
|
|---|---|
| Authors: | Fleming, Michael J. ; Mizrach, Bruce Marshall ; Nguyen, Giang H. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 40.2018, p. 2-22
|
| Subject: | Bid-ask spread | Information | Microstructure | Price impact | Treasury market | USA | United States | Geld-Brief-Spanne | Marktmikrostruktur | Market microstructure | Staatspapier | Government securities | Öffentliche Anleihe | Public bond | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2017.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012001820