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Price discovery in the U.S. Treasury cash market : on principal trading firms and dealers
Harkrader, James Collin; Puglia, Michael - 2020
Persistent link: https://www.econbiz.de/10012389832
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Microstructure invariance in U.S. stock market trades
Kyle, Albert S.; Obižaeva, Anna; Tuzun, Tugkan - 2016 - This draft: April 19, 2016
include the invariance-implied measure of effective price volatility …
Persistent link: https://www.econbiz.de/10011500337
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Trading activity and price volatility in the municipal bond market
Downing, Chris; Zhang, Frank X. - 2002
Persistent link: https://www.econbiz.de/10001706714
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Better the devil you know : improved forecasts from imperfect models
Oh, Dong Hwan; Patton, Andrew J. - 2021 - This draft: October 2021
Persistent link: https://www.econbiz.de/10012704988
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The impact of monetary policy on asset prices
Rigobón, Roberto; Sack, Brian - 2002
Persistent link: https://www.econbiz.de/10001650521
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Does trading frequency affect subordinated debt spreads?
Bianchi, Christopher; Hancock, Diana; Kawano, Laura - 2005
Persistent link: https://www.econbiz.de/10002582076
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Flow and stock effects of large-scale treasury purchases
D'Amico, Stefania; King, Thomas B. - 2010
Persistent link: https://www.econbiz.de/10008669999
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The fragility of discretionary liquidity provision : lessons from the collapse of the auction rate securities market
Han, Song; Li, Dan - 2010
Persistent link: https://www.econbiz.de/10008670003
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The economics of the mutual fund trading scandal
McCabe, Patrick E. - 2009
Persistent link: https://www.econbiz.de/10003832613
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Flow and stock effects of large-scale asset purchases : evidence on the importance of local supply
D'Amico, Stefania; King, Thomas B. - 2012
Persistent link: https://www.econbiz.de/10009658765