Price formation and liquidity in the US treasury market : evidence from intraday patterns around annoucements
Michael J. Fleming and Eli M. Remolona
| Year of publication: |
1997
|
|---|---|
| Authors: | Fleming, Michael J. ; Remolona, Eli M. |
| Publisher: |
New York |
| Subject: | Staatspapier | Government securities | Volatilität | Volatility | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | USA | United States |
| Extent: | 35, [17] S. : graph. Darst |
|---|---|
| Series: | Staff reports / Federal Reserve Bank of New York. - New York, NY, ZDB-ID 2252153-7. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000980783