Customer order flow, intermediaries, and discovery of the equilibrium risk-free rate

Journal of Financial and Quantitative Analysis

Volumn 47, Issue 4, 2012, Pages 821-849

  Menkveld, Albert J ^a   Sarkar, Asani ^b   Van Der Wel, Michel ^c  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

^b FEDERAL RESERVE BANK OF NEW YORK   (United States)

^c ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84867835319     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.1017/S0022109012000245     Document Type: Article

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