The microstructure of a US Treasury ECN: The BrokerTec platform
Year of publication: |
2009
|
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Authors: | Fleming, Michael J. ; Mizrach, Bruce |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | Microstructure | Treasury market | bid-ask spread | price impact | hidden orders |
Series: | Staff Report ; 381 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 606277951 [GVK] hdl:10419/60923 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G12 - Asset Pricing ; D4 - Market Structure and Pricing ; C32 - Time-Series Models |
Source: |
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The Microstructure of a U.S. Treasury ECN: The Brokertec Platform
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The microstructure of a U.S. Treasury ECN: the BrokerTec platform
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