| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 961405 | Journal of Financial Markets | 2013 | 25 Pages |
Abstract
⺠The paper investigates the price discovery process in government bond markets. ⺠The paper employs a data set including dealer identities and both tiers of the market. ⺠Dealers in government bond markets play an important role in the price discovery process. ⺠Dealers are heterogeneously informed and have different sources of information. ⺠Both customer trades and dealer skill in acquiring information appear to be sources.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Siri Valseth,