High-frequency trading around macroeconomic news announcements : evidence from the U.S. Treasury market / by George J. Jiang, Ingrid Lo and Giorgio Valente. : FB3-2/114-56E-PDF
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | High-frequency trading around macroeconomic news announcements : evidence from the U.S. Treasury market / by George J. Jiang, Ingrid Lo and Giorgio Valente. |
| Series title | Bank of Canada working paper1701-93972014-56 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Résumé en français. |
| Publishing information | Ottawa - Ontario : Bank of Canada December 2014. |
| Description | 42p.figs., graphs, references, tables |
| ISSN | 1701-9397 |
| Catalogue number |
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