Price discovery in the U.S. treasury market
Subtitle: the impact of orderflow and liquidity on the yield curve
By: Michael W. Brandt, Kenneth A. Kavajecz.
Contributors: Kavajecz, Kenneth A. 1966-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9529.; Working paper series (National Bureau of Economic Research) -- working paper no. 9529.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 25
Subjects: Finance, Public -- United States; Government securities -- United States
Notes: "February 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).