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Price formation and liquidity in the US treasury market : the response to public information
Fleming, Michael J.; Remolona, Eli M. - In: The journal of finance : the journal of the American … 54 (1999) 5, pp. 1901-1915
Persistent link: https://www.econbiz.de/10001430958
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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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Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.; Kavajecz, Kenneth A. - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2623-2654
Persistent link: https://www.econbiz.de/10002502852
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An exploration of neo-Austrian theory applied to financial markets
Benink, Harald A.; Bossaerts, Peter L. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 1011-1027
Persistent link: https://www.econbiz.de/10001593020
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Are there tax effects in the relative pricing of US government bonds?
Green, Richard C. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 609-633
Persistent link: https://www.econbiz.de/10001222440
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Tax and liquidity effects in pricing government bonds
Elton, Edwin J. - In: The journal of finance : the journal of the American … 53 (1998) 5, pp. 1533-1562
Persistent link: https://www.econbiz.de/10001248621
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From T-bills to common stocks : investigating the generality of intra-week return seasonality
Flannery, Mark J. - In: The journal of finance : the journal of the American … 43 (1988) 2, pp. 431-450
Persistent link: https://www.econbiz.de/10001059358
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The timing and substance of divestiture announcements : individual, simultaneous and cumulative effects
Klein, April - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 685-696
Persistent link: https://www.econbiz.de/10001047819
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Price convexity and skewness
Xu, Jianguo - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2521-2552
Persistent link: https://www.econbiz.de/10003550312
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The calm before the storm
Akbas, Ferhat - In: The journal of finance : the journal of the American … 71 (2016) 1, pp. 225-266
Persistent link: https://www.econbiz.de/10011561896