scholarly journals Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve

2004 ◽  
Vol 59 (6) ◽  
pp. 2623-2654 ◽  
Author(s):  
MICHAEL W. BRANDT ◽  
KENNETH A. KAVAJECZ
2013 ◽  
Vol 59 (3) ◽  
pp. 695-714 ◽  
Author(s):  
Kasing Man ◽  
Junbo Wang ◽  
Chunchi Wu

Author(s):  
Pierluigi Balduzzi ◽  
Edwin J. Elton ◽  
T. Clifton Clifton Green

Sign in / Sign up

Export Citation Format

Share Document