Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|59|6|2623-2654

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.59, Iss.6, 2004-12, pp. : 2623-2654

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Abstract