Price formation and liquidity in the U.S. treasuries market
Subtitle: evidence from intraday patterns around announcements
By: Michael J. Fleming and Eli M. Remolona
Contributors: Remolona, Eli M.; Federal Reserve Bank of New York
Series: Research paper -- no. 9633; Research paper (Federal Reserve Bank of New York) -- no. 9633
Publisher: Federal Reserve Bank of New York
Published: 1996
Place of publication: New York, N.Y
Language: eng
Number of pages: 42
Subjects: Treasury bills; Prices; Econometric models
Notes: "October 1996."

Includes bibliographical references (p. 33-37).