SMEAL WIKI

Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market

Michael J. Fleming, Giang Nguyen
Year2013
VenueSSRN Electronic Journal
Typepreprint
Citations13
DOI10.2139/ssrn.2308099
OpenAlexW1542513265

Topics

Financial Markets and Investment StrategiesDark liquidityPrice discoveryTreasuryOrder (exchange)Business