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

10.3386/w9529 ◽  
2003 ◽  
Author(s):  
Michael Brandt ◽  
Kenneth 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

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