Yiu Chung Cheung

Tinbergen Institute - Tinbergen Institute Amsterdam (TIA)

Gustav Mahlerplein 117

Amsterdam, 1082 MS

Netherlands

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Trading European Sovereign Bonds: The Microstructure of the Mts Trading Platforms

ECB Working Paper No. 432; EFA 2003 Annual Conference Paper No. 245
Number of pages: 50 Posted: 27 Apr 2005
Yiu Chung Cheung, Barbara Rindi and Frank De Jong
Tinbergen Institute - Tinbergen Institute Amsterdam (TIA), Bocconi University and IGIER and Baffi Carefin and Tilburg University - Department of Finance
Downloads 495 (47,276)
Citation 8

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Trading European Sovereign Bonds: The Microstructure of the Mts Trading Platforms

CEPR Discussion Paper No. 4285
Number of pages: 50 Posted: 06 Apr 2004
Yiu Chung Cheung, Barbara Rindi and Frank De Jong
Tinbergen Institute - Tinbergen Institute Amsterdam (TIA), Bocconi University and IGIER and Baffi Carefin and Tilburg University - Department of Finance
Downloads 30 (422,470)
Citation 8
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Abstract:

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Bonds markets, microstructure, order flow