Price discovery in the U.S. treasury market: The impact of orderflow and liquidity on the yield curve

Journal of Finance

Volumn 59, Issue 6, 2004, Pages 2623-2654

  Brandt, Michael W ^a,b   Kavajecz, Kenneth A ^c  

^a DUKE UNIVERSITY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 10944267144     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2004.00711.x     Document Type: Review

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