The role of duration and trades in the information assimilation process of the US treasury market
Peter Huaiyu Chen, Kasing Man, Junbo Wang and Chunchi Wu
| Year of publication: |
2019
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|---|---|
| Authors: | Chen, Peter Huaiyu ; Man, Kasing ; Wang, Junbo ; Wu, Chunchi |
| Published in: |
Advances in Pacific Basin business, economics, and finance. - Bingley, UK : Emerald Publishing, ISSN 2514-4650, ZDB-ID 1293820-8. - Vol. 7.2019, p. 155-200
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| Subject: | Time duration | return dynamics | Weibull distribution | impulse response function | informed trading | Treasury bonds | USA | United States | Staatspapier | Government securities | Öffentliche Anleihe | Public bond | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Dauer | Duration | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/S2514-465020190000007007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012582266