Order Flow and the Formation of Dealer Bids: Information Flows and Strategic Behavior in the Government of Canada Securities Auctions
收藏NBER2005-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11116
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资源简介：
Is order-flow an important component of private information possessed by traders in government securities markets? Utilizing a detailed data set on Government of Canada securities auctions, we argue that the answer is yes. Direct participation in these auctions is limited to government securities
提供机构：
美国国家经济研究局
创建时间：
2005-02-01
