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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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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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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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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