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Price discovery in the US treasury market : the impact of orderflow and liquidity on the Yield curve

Brandt, Michael W. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002022631

Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve

Brandt, Michael W.; Kavajecz, Kenneth A. - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2623-2654

Persistent link: https://www.econbiz.de/10002502852

Economic cycles and expected stock returns

Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013

Persistent link: https://www.econbiz.de/10009784726

Earnings announcements are full of surprises

Brandt, Michael W.; Kishore, Runeet; Santa-Clara, Pedro; … - 2008 - This version: January 22, 2008

Persistent link: https://www.econbiz.de/10003768329

On the timing and pricing of dividends : comment

Schulz, Florian - In: The American economic review 106 (2016) 10, pp. 3185-3223

Persistent link: https://www.econbiz.de/10011582364

Price Discovery in the Treasury Futures Market

Brandt, Michael W.; Underwood, Shane; Kavajecz, Kenneth A. - 2006

We investigate the mechanism by which price discovery takes place within the futures market for U.S Treasury securities. Specifically, given the strong theoretical linkage between the U.S. Treasury cash and futures markets, we compare how orderflow contributes to price discovery as well as...

Persistent link: https://www.econbiz.de/10014054573