ASYMMETRIC INFORMATION IMPACTS: EVIDENCE FROM THE AUSTRALIAN TREASURY-BOND FUTURES MARKET

2007 ◽  
Vol 12 (5) ◽  
pp. 665-681 ◽  
Author(s):  
Liping Zou ◽  
Lawrence C Rose ◽  
John F Pinfold
Keyword(s):  
Asymmetric Information ◽  
Futures Market ◽  
Treasury Bond ◽  
Bond Futures

The Analysis of the Characteristics and the Reasons of China Treasury Bond Futures

GIS Business ◽  
2016 ◽  
Vol 11 (5) ◽  
pp. 01-10
Author(s):  
Ming Li ◽  
Shaofeng Yuan ◽  
Yiwen Jiang
Keyword(s):  
Futures Market ◽  
Market Impact ◽  
Factors Affecting ◽  
The Core ◽  
Market Operation ◽  
Treasury Bond ◽  
Main Factors ◽  
Realistic Significance ◽  
Bond Futures

Treasury bond futures basis is one of the core indicators of futures market operation quality. Identifying characteristics and causes of futures basis from an objective respect are of realistic significance for correctly understanding and improving the treasury bond futures market. Based on the analysis of Chinas treasury bond futures basis, the article summarizes the main factors affecting treasury bond futures basis, elaborates the market impact of characteristics of treasury bond futures spread, and then offers a proposal to improve the treasury bond futures market.

Limit moves and price resolution: The case of the treasury bond futures market

1989 ◽  
Vol 9 (4) ◽  
pp. 321-335 ◽  
Author(s):  
Christopher K. Ma ◽  
Ramesh P. Rao ◽  
R. Stephen Sears
Keyword(s):  
Futures Market ◽  
Treasury Bond ◽  
Price Resolution ◽  
Bond Futures
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