Price formation and liquidity in the U.S. treasury market : evidence from intraday patterns around announcements

Bibliographic Details
Main Author: Fleming, Michael J
Other Authors: Remolona, Eli M
Format: Book
Published: New York Federal Reserve Bank of New York 1997
Series:Staff reports no. 27
Subjects:

MARC

LEADER 00000nam a2200000 a 4500
003 arcduce
005 20120731113323.0
008 091002s1997 nyu||||| |||| 00| 0 eng d
040 |a arcduce 
082 |a 332.63222 
090 |c 16272  |d 16272 
100 |a Fleming, Michael J 
245 |a Price formation and liquidity in the U.S. treasury market :   |b evidence from intraday patterns around announcements  |c / Michael J. Fleming ; Eli M. Remolona 
260 |b Federal Reserve Bank of New York  |a New York  |c 1997 
300 |a 54 p. :  |b il. 
490 |a Staff reports  |v no. 27 
504 |a Incluye bibliografía 
650 |a FORMACION DEL PRECIO  
650 |a LIQUIDEZ  
650 |a VOLATILIDAD  
650 |a MERCADOS FINANCIEROS  
651 |a ESTADOS UNIDOS 
700 |a Remolona, Eli M 
942 |c DOCU  |j F 332.63222 F 19680 
952 |0 0  |1 0  |4 0  |6 F_332_632220000000000_F_19680_  |7 0  |9 20095  |a BMB  |b BMB  |d 2010-01-01  |l 0  |o F 332.63222 F 19680 F  |p 19680 F  |r 2010-08-26 00:00:00  |u 17900  |w 2010-08-26  |y DOCU 
999 |c 16246  |d 16246