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Deutschland
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Gupta, Rangan
69
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68
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51
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49
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48
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46
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45
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44
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41
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40
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40
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39
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38
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34
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31
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31
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31
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29
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28
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28
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27
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27
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26
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26
Davis, Steven J.
25
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24
Hayo, Bernd
24
Taylor, Mark P.
24
Belke, Ansgar
23
Longstaff, Francis A.
23
Subrahmanyam, Avanidhar
23
Wu, Chunchi
23
Brandt, Michael W.
22
Fernández-Villaverde, Jesús
22
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22
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22
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227
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198
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ECONIS (ZBW)
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RePEc
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52
EconStor
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1
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date (oldest first)
1
From pit to electronic trading : impact on price
volatility
of U.S. treasury futures
Orłowski, Lucjan T.
- In:
Review of financial economics : RFE
25
(
2015
),
pp. 3-9
Persistent link: https://www.econbiz.de/10011498204
Saved in:
2
The impact of automation and high frequency trading on market quality
Litzenberger, Robert H.
;
Castura, Jeff
;
Gorelick, Richard
- In:
Annual review of financial economics
4
(
2012
),
pp. 59-98
Persistent link: https://www.econbiz.de/10009690342
Saved in:
3
High-frequency trading in the U.S. treasury market around macroeconomic news announcements
Jiang, George J.
;
Lo, Ingrid
;
Valente, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10012202019
Saved in:
4
Tick size change and market quality in the U.S. treasury market
Fleming, Michael J.
;
Nguyen, Giang H.
;
Ruela, Francisco
-
2019
the market's
liquidity
and price efficiency. Employing difference-indifference regressions, we find that the bid …
Persistent link: https://www.econbiz.de/10012000042
Saved in:
5
Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein
;
Mahdavi, Mahnaz
;
Salazar, Brett
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
Saved in:
6
A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus
;
Hess, Dieter
-
2001
differences of opinion is left, and hence
volatility
is decreased. …
Persistent link: https://www.econbiz.de/10011446937
Saved in:
7
Are larger treaury issues more liquid? : Evidence from bill reopenings
Fleming, Michael J.
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,2
,
pp. 707-735
Persistent link: https://www.econbiz.de/10001698054
Saved in:
8
Are larger treasury issues more liquid? : Evidence from bill reopenings
Fleming, Michael J.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656398
Saved in:
9
Measuring treasury market
liquidity
Fleming, Michael J.
- In:
Economic policy review
9
(
2003
)
3
,
pp. 83-108
Persistent link: https://www.econbiz.de/10001797140
Saved in:
10
Liquidity
of the Treasury bill market and the term structure of interest rates
Shen, Pu
- In:
Journal of economics & business
50
(
1998
)
5
,
pp. 401-417
Persistent link: https://www.econbiz.de/10001252975
Saved in:
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