Price formation and liquidity in the US treasury market: evidence from intraday patterns around announcements

Fleming, Michael J.; Remolona, Eli M.

Price formation and liquidity in the US treasury market: evidence from intraday patterns around announcements - FRB New York 1997 - 35 See FRBNY 332.11 JOH(Includes Acc. Nos. 34282,34283,34284 & 34285)


Treasury Market

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