Research Catalog

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

Title
Price formation and liquidity in the U.S. treasuries market : evidence from intraday patterns around announcements / Michael J. Fleming and Eli M. Remolona.
Author
Fleming, Michael J.
Publication
New York, N.Y. : Federal Reserve Bank of New York, [1996]

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Details

Additional Authors
  • Remolona, Eli M.
  • Federal Reserve Bank of New York.
Description
42 pages, 21 unnumbered pages : illustrations; 28 cm.
Series Statement
Research paper ; no. 9633
Uniform Title
Research paper (Federal Reserve Bank of New York) ; no. 9633.
Subject
Note
  • "October 1996."
Bibliography (note)
  • Includes bibliographical references (p. 33-37).
OCLC
ocm36169361
Owning Institutions
Columbia University Libraries