Zhongguo Lin

Tianjin University

Dr.

92, Weijin Road

Nankai District

Tianjin, Tianjin 300072

China

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Scholarly Papers (1)

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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:

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