The cross-market information content of stock and bond order flow

Journal of Financial Markets

Volumn 12, Issue 2, 2009, Pages 268-289

  Underwood, Shane ^a  

^a RICE UNIVERSITY   (United States)

Author keywords

Cross markets; Order flow; Stock bond relationship

Indexed keywords

EID: 63449121539     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2008.08.001     Document Type: Article

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