Zhuowei Sun

Queen's University Belfast - School of Management

25 University Square

Belfast, Northern Ireland BT7 1NN

Northern Ireland

SCHOLARLY PAPERS

2

DOWNLOADS

296

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

Price Discovery in the Dual-Platform US Treasury Market

Number of pages: 30 Posted: 11 Jan 2011 Last Revised: 19 Sep 2011
Peter G. Dunne, Youwei Li and Zhuowei Sun
Central Bank of Ireland, Hull University Business School and Queen's University Belfast - School of Management
Downloads 270 (120,699)

Abstract:

Loading...

Microstructure, Treasury Market, Bid-Ask Spread, Price Discovery

Price Discovery in the Dual-Platform US Treasury Market

Posted: 04 Feb 2011
Peter G. Dunne, Youwei Li and Zhuowei Sun
Central Bank of Ireland, Hull University Business School and Queen's University Belfast - School of Management

Abstract:

Loading...

Microstructure, Treasury Market, Bid-Ask Spread, Price Discovery

2.

How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?

Number of pages: 24 Posted: 30 Oct 2019
Tianjin University, Hull University Business School, Ulster University at Jordanstown, Queen's University Belfast - School of Management and Queen's University Belfast, Students
Downloads 26 (520,347)

Abstract:

Loading...

Order-flow, Price impact, Trading intensity, Sovereign Bonds