The Transition to Electronic Trading in the Secondary Treasury Market
Year of publication: |
2006-01-30
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Authors: | Mizrach, Bruce ; Neely, Chris |
Institutions: | Department of Economics, Rutgers University-New Brunswick |
Subject: | spread | market impact | Treasury bond | microstructure | ECN |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Federal Reserve Bank of St. Louis Review, 88, 2006, 527-41. 20 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G12 - Asset Pricing ; D4 - Market Structure and Pricing |
Source: |
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The transition to electronic trading in the secondary treasury market
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