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~subject:"Announcement effect"
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Rent seeking by low-latency traders : evidence from trading on macroeconomic announcements
Chordia, Tarun
;
Green, Tracy Clifton
;
Kottimukkalur, …
- In:
The review of financial studies
31
(
2018
)
12
,
pp. 4650-4687
Persistent link: https://www.econbiz.de/10012005214
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2
Economic news and the impact of trading on bond prices
Green, Tracy Clifton
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1201-1234
Persistent link: https://www.econbiz.de/10002094778
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3
Economic news and bond prices : evidence from the US treasury market
Balduzzi, Pierluigi
;
Elton, Edwin J.
;
Green, Tracy Clifton
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
4
,
pp. 523-543
Persistent link: https://www.econbiz.de/10001651573
Saved in:
4
Economic news and the yield curve : evidence from the US treasury market
Balduzzi, Pierluigi
;
Elton, Edwin J.
;
Green, Tracy Clifton
-
1998
Persistent link: https://www.econbiz.de/10000981121
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