Private information flow and price discovery in the U.S. treasury market
Year of publication: |
2011
|
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Authors: | Jiang, George J. ; Lo, Ingrid |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Finanzmarkt | Informationsversorgung | Schock | Schatzpapier | Preis | USA | Financial markets | Market structure and pricing |
Series: | Bank of Canada Working Paper ; 2011-5 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2011-5 [DOI] 647159759 [GVK] hdl:10419/53945 [Handle] RePEc:bca:bocawp:11-5 [RePEc] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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