The Informational Content of Trades on the EuroMTS Platform
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More about this item
KeywordsEuropean bond markets; price discovery; MTS system.;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-07-05 (All new papers)
- NEP-EEC-2008-07-05 (European Economics)
- NEP-MST-2008-07-05 (Market Microstructure)
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