HONG KONG INSTITUTE FOR MONETARY RESEARCH HIGH-FREQUENCY TRADING IN THE U.S. TREASURY MARKET AROUND MACROECONOMIC NEWS ANNOUNCEMENTS George J. Jiang, Ingrid Lo and Giorgio Valente

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Date: 2018-08-16 22:14:26 Financial markets Finance Economy Money Share trading Electronic communication network High-frequency trading Algorithmic trading Market liquidity Market microstructure Day trading Bidask spread		HONG KONG INSTITUTE FOR MONETARY RESEARCH HIGH-FREQUENCY TRADING IN THE U.S. TREASURY MARKET AROUND MACROECONOMIC NEWS ANNOUNCEMENTS George J. Jiang, Ingrid Lo and Giorgio Valente Add to Reading List Source URL: www.hkimr.org Download Document from Source Website File Size: 1,11 MB Share Document on Facebook

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