High-Frequency Trading in the U.S. Treasury Market Around Macroeconomic News Announcements
Year of publication: |
2018
|
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Authors: | Jiang, George J. |
Other Persons: | Lo, Ingrid (contributor) ; Valente, Giorgio (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | USA | United States | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Staatspapier | Government securities | Volatilität | Volatility | Rentenmarkt | Bond market |
Extent: | 1 Online-Ressource (48 p) |
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Series: | HKIMR Working Paper ; No.19/2018 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 17, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3233332 [DOI] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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Jiang, George J., (2014)
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High-frequency trading in the U.S. treasury market around macroeconomic news announcements
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