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Why do T-bill rates react to discount rate changes?

Thornton, Daniel L. - 1992

Persistent link: https://www.econbiz.de/10000897001

The on-the-run liquidity phenomenon

Pasquariello, Paolo; Vega, Clara - In: Journal of financial economics 92 (2009) 1, pp. 1-24

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The high-frequency responses of Australian financial futures to unexpected cash rate announcements

Lu, Xinsheng; In, Francis Haeuck; Kou, Mingting - In: The economic record : er 85 (2009), pp. 22-28

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Effects of US interest rates and news on the daily interest rates of a highly indebted emerging economy ; evidence from Turkey

Emir, Olcay Yücel; Özatay, Fatih; Şahinbeyoǧlu, Gülbin - In: Applied economics 39 (2007) 1/3, pp. 329-342

Persistent link: https://www.econbiz.de/10003427307

Texas treasury notes and the Mexican-American war : market responses to diplomatic and battlefield events

Pecquet, Gary M.; Thies, Clifford F. - In: Eastern economic journal 36 (2010) 1, pp. 88-106

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Price and trading response to public information

Malinowska, Magdalena - 2010

In their seminal paper French and Roll (1986) postulate that public information affects prices before anyone can trade on it. In contrast, several models assuming heterogeneous investors show that public news releases are directly followed by high trading volume. Empirical evidence on this...