Information Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market
2010 ◽
Vol 46
(02)
◽
pp. 527-551
◽
2004 ◽
Vol 59
(6)
◽
pp. 2623-2654
◽
2014 ◽
Vol 47
◽
pp. 118-133
◽