The Price Impact of Economic News, Private Information and Trading Intensity
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Cited by:
- Alessandro Girardi & Claudio Impenna, 2013.
"Price discovery in the Italian sovereign bonds market: the role of order flow,"
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906, Bank of Italy, Economic Research and International Relations Area.
- Alessandro Girardi & Claudio Impenna, 2013. "Price Discovery In The Italian Sovereign Bonds Market: The Role Of Order Flow," Working Papers LuissLab 13108, Dipartimento di Economia e Finanza, LUISS Guido Carli.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CTA-2010-06-18 (Contract Theory and Applications)
- NEP-MST-2010-06-18 (Market Microstructure)
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