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There are 11198 results for: content related to: Tax and Liquidity Effects in Pricing Government Bonds

  1. END-OF-DAY PRICING IN THE U.S. TREASURY MARKET: A COMPARISON OF GovPX AND THE FEDERAL RESERVE BANK OF NEW YORK

    Journal of Financial Research

    Volume 28, Issue 1, March 2005, Pages: 97–113, Susan D. Jordan and David R. Kuipers

    Article first published online : 2 FEB 2005, DOI: 10.1111/j.1475-6803.2005.00116.x

  2. The Effects of Foreign Trading of U.S. Treasuries

    Financial Review

    Volume 48, Issue 1, February 2013, Pages: 49–76, Chunrong Ai, Arjun Chatrath, Rohan A. Christie-David and Frank Song

    Article first published online : 19 MAR 2013, DOI: 10.1111/j.1540-6288.2012.00351.x

  3. Price Discovery in the Treasury-Bill When-Issued Market

    Financial Review

    Volume 48, Issue 1, February 2013, Pages: 1–24, Jeffrey M. Mercer, Mark E. Moore, Ryan J. Whitby and Drew B. Winters

    Article first published online : 21 JAN 2013, DOI: 10.1111/j.1540-6288.2012.00354.x

  4. Does Risk Sharing Motivate Interdealer Trading?

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1657–1703, Peter C. Reiss and Ingrid M. Werner

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00068

  5. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models

    The Journal of Finance

    Volume 65, Issue 2, April 2010, Pages: 603–653, TORBEN G. ANDERSEN and LUCA BENZONI

    Article first published online : 19 MAR 2010, DOI: 10.1111/j.1540-6261.2009.01546.x

  6. Interdealer trading in futures markets

    Journal of Futures Markets

    Volume 24, Issue 10, October 2004, Pages: 923–944, Peter R. Locke and Pattarake Sarajoti

    Article first published online : 29 JUL 2004, DOI: 10.1002/fut.20115

  7. Economic News and the Impact of Trading on Bond Prices

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1201–1234, T. Clifton Green

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00660.x

  8. Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1623–1656, Oliver Hansch, Narayan Y. Naik and S. Viswanathan

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00067

  9. Automation versus Intermediation: Evidence from Treasuries Going Off the Run

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2395–2414, MICHAEL J. BARCLAY, TERRENCE HENDERSHOTT and KENNETH KOTZ

    Article first published online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01061.x

  10. Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1901–1915, Michael J. Fleming and Eli M. Remolona

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00172

  11. Are Liquidity and Information Risks Priced in the Treasury Bond Market?

    The Journal of Finance

    Volume 64, Issue 1, February 2009, Pages: 467–503, HAITAO LI, JUNBO WANG, CHUNCHI WU and YAN HE

    Article first published online : 23 JAN 2009, DOI: 10.1111/j.1540-6261.2008.01439.x

  12. Foreign Exchange Market Structure, Players, and Evolution

    Handbook of Exchange Rates

    Michael R. King, Carol Osler, Dagfinn Rime, Pages: 1–44, 2012

    Published Online : 8 OCT 2012, DOI: 10.1002/9781118445785.ch1

  13. Taxes on Tax-Exempt Bonds

    The Journal of Finance

    Volume 65, Issue 2, April 2010, Pages: 565–601, ANDREW ANG, VINEER BHANSALI and YUHANG XING

    Article first published online : 19 MAR 2010, DOI: 10.1111/j.1540-6261.2009.01545.x

  14. The Microstructure of Currency Markets

    Market Microstructure in Emerging and Developed Markets: Price Discovery, Information Flows, and Transaction Costs

    Carol Osler, Xuhang Wang, Pages: 79–97, 2013

    Published Online : 23 AUG 2013, DOI: 10.1002/9781118681145.ch5

  15. Secondary Trading Costs in the Municipal Bond Market

    The Journal of Finance

    Volume 61, Issue 3, June 2006, Pages: 1361–1397, LAWRENCE E. HARRIS and MICHAEL S. PIWOWAR

    Article first published online : 16 MAY 2006, DOI: 10.1111/j.1540-6261.2006.00875.x

  16. Micro Approaches to Foreign Exchange Determination

    Handbook of Exchange Rates

    Martin D. D. Evans, Dagfinn Rime, Pages: 73–110, 2012

    Published Online : 8 OCT 2012, DOI: 10.1002/9781118445785.ch3

  17. FX Trading and Exchange Rate Dynamics

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2405–2447, Martin D. D. Evans

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00501

  18. Intraday Patterns in FX Returns and Order Flow

    Journal of Money, Credit and Banking

    Volume 45, Issue 5, August 2013, Pages: 953–965, FRANCIS BREEDON and ANGELO RANALDO

    Article first published online : 11 JUL 2013, DOI: 10.1111/jmcb.12032

  19. Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1199–1220, Edwin J. Elton

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00144

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

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2623–2654, MICHAEL W. BRANDT and KENNETH A. KAVAJECZ

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00711.x