Menkveld, Albert J.; Cheung, Yiu Chung; Jong, Frank de - 2004
Italian order imbalance impacts the common factor innovation, French and
Belgian order imbalance impact country … surprisingly, a pan-European trading
platform. We study Italian, French, Belgian, and German yields in what is
essentially a two … factor exposures, arguably due to its superior liquidity. For
the French and Belgian market, we find that country …