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~language:"eng"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
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70
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68
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67
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67
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65
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64
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62
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62
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60
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59
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58
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58
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58
Siegfried, John J.
58
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57
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56
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56
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1,305
American journal of agricultural economics
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1,172
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924
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872
Monthly labor review : MLR
848
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846
Economics letters
846
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841
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837
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807
Southern economic journal
798
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774
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765
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709
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ECONIS (ZBW)
134,973
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1
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10
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1
Macroeconomic announcements and the distribution of price-endings in the U.S. Treasury market
Nikiforov, Andrei
;
Pilotte, Eugene A.
- In:
The financial review : the official publication of the …
52
(
2017
)
1
,
pp. 69-100
Persistent link: https://www.econbiz.de/10011656874
Saved in:
2
Private information flow and price discovery in the US treasury market
Jiang, George J.
;
Lo, Ingrid
- In:
Journal of banking & finance
47
(
2014
),
pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
Saved in:
3
Economic announcements and the 10-year U.S. Treasury : surprising findings without the surprise component
Degiannakis, Stavros
;
Filis, George
;
Tsemperlidis, Stefanos
- In:
Applied economics letters
26
(
2019
)
15
,
pp. 1269-1273
Persistent link: https://www.econbiz.de/10012204722
Saved in:
4
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:
5
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
Saved in:
6
The asymmetric impact of "informative" and "uninformative" Federal Open Market Committee statements on asset prices
Farka, Mira
- In:
Contemporary economic policy : a journal of Western …
29
(
2011
)
4
,
pp. 469-493
Persistent link: https://www.econbiz.de/10009355088
Saved in:
7
Information shocks, liquidity shocks, jumps, and price discovery : evidence from the US treasury market
Jiang, George J.
;
Lo, Ingrid
;
Verdelhan, Adrien
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
2
,
pp. 527-551
Persistent link: https://www.econbiz.de/10009153191
Saved in:
8
Macroeconomic surprises and short-term behaviour in bond futures
Veredas, David
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 843-866
Persistent link: https://www.econbiz.de/10003233767
Saved in:
9
Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities
Han, Seung-Oh
;
Huh, Sahn-Wook
;
Park, Jeayoung
- In:
Journal of empirical finance
70
(
2023
),
pp. 276-307
Persistent link: https://www.econbiz.de/10014423707
Saved in:
10
Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
López, Raquel
- In:
International review of financial analysis
42
(
2015
),
pp. 292-303
Persistent link: https://www.econbiz.de/10011573500
Saved in:
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