The effect of transaction size on off-the-run treasury prices
Year of publication: |
2004
|
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Authors: | Babbel, David F. ; Merrill, Craig B. ; Meyer, Mark F. ; Villiers, Meiring de |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 39.2004, 3, p. 595-611
|
Subject: | price pressure effect | Marktsegmentierung | Market segmentation | Staatspapier | Government securities | Preis | Price | Handelsvolumen der Börse | Trading volume | USA | United States |
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