Private Information Flow and Price Discovery in the U.S. Treasury Market
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- Jiang, George J. & Lo, Ingrid, 2014. "Private information flow and price discovery in the U.S. treasury market," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 118-133.
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More about this item
Keywords
Financial markets; Market structure and pricing;JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-02-26 (Central Banking)
- NEP-CTA-2011-02-26 (Contract Theory and Applications)
- NEP-FMK-2011-02-26 (Financial Markets)
- NEP-MST-2011-02-26 (Market Microstructure)
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