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High-frequency trading in the U.S. treasury market around macroeconomic news announcements
Jiang, George J.
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Lo, Ingrid
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Valente, Giorgio
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2018
Persistent link: https://www.econbiz.de/10012202019
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Computer-based trading, institutional investors and treasury bond returns
Liu, Xiaoquan
;
Lo, Ingrid
;
Nguyen Minh
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2018
Persistent link: https://www.econbiz.de/10012202027
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