Information-based trading in the treasury note interdealer broker market

Journal of Financial Intermediation

Volumn 11, Issue 3, 2002, Pages 269-296

  Huang, Roger D ^a   Cai, Jun ^b   Wang, Xiaozu ^b  

^a UNIVERSITY OF NOTRE DAME   (United States)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Announcement effects; Information; Interdealer broker market; Volatility

Indexed keywords

EID: 0036651157     PISSN: 10429573     EISSN: None     Source Type: Journal    
DOI: 10.1006/jfin.2002.0338     Document Type: Article

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