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
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