scholarly journals Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market

2010 ◽  
Vol 46 (02) ◽  
pp. 527-551 ◽  
Author(s):  
George J. Jiang ◽  
Ingrid Lo ◽  
Adrien Verdelhan
Keyword(s):  
Price Discovery ◽  
Liquidity Shocks ◽  
Treasury Market ◽  
The U.S

Price Discovery in the U.S. Treasury Market: Automation vs. Intermediation

2013 ◽  
Vol 59 (3) ◽  
pp. 695-714 ◽  
Author(s):  
Kasing Man ◽  
Junbo Wang ◽  
Chunchi Wu
Keyword(s):  
Price Discovery ◽  
Treasury Market ◽  
The U.S
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