Information shares in the US Treasury market

Journal of Banking and Finance

Volumn 32, Issue 7, 2008, Pages 1221-1233

  Mizrach, Bruce ^a   Neely, Christopher J ^b  

^a Center for Children and Childhood Studies   (United States)

^b FEDERAL RESERVE BANK OF ST LOUIS   (United States)

Author keywords

C32; D4; Futures; G12; G14; Information shares; Microstructure; Price discovery; Treasury market

Indexed keywords

EID: 43949108883     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.10.007     Document Type: Article

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