High-Frequency Trading in the U.S. Treasury Market Around Macroeconomic News Announcements-Reference-Cited by-同舟云学术

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High-Frequency Trading in the U.S. Treasury Market Around Macroeconomic News Announcements

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Jiang George,Lo Ingrid,Valente Giorgio

Publisher

Elsevier BV

Reference69 articles.

1. Asset pricing with liquidity risk;V V Acharya;Journal of Financial Economics,2005

2. U.S. Electronic Fixed Income Trading Platforms: The World Ain't Standing Still;Aite Group Report,2008

3. The Behavior of Daily Stock Market Trading Volume;B B Ajinkya;Journal of Accounting and Economics,1989

4. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange;T Andersen;Journal of International Economics,2003

5. Equity Trading in the 21st Century;J J Angel;Quarterly Journal of Finance,2011

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Ambivalent Role of High-Frequency Trading in Turbulent Market Periods;SSRN Electronic Journal;2017

2. Fast Aggressive Trading;SSRN Electronic Journal;2014

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