Order Imbalance, Liquidity and Returns of the U.S. Treasury Bond Market

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

Overview

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Author(s)

Junbo WANG
Chunchi Wu
Siu Hung Eden YU

Related Research Unit(s)

Department of Economics and Finance

Detail(s)

Original language	English
Pages (from-to)	1250010-1 - 1250010-39
Journal / Publication	Review of Pacific Basin Financial Markets and Policies
Volume	15
Publication status	Published - 2012

Link(s)

	Check@CityULib
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(390b7112-9144-4411-b0e5-229821b72fd4).html

Citation Format(s)

[ RIS ] [ BibTeX ]

Order Imbalance, Liquidity and Returns of the U.S. Treasury Bond Market. / WANG, Junbo; Wu, Chunchi; YU, Siu Hung Eden.

In: Review of Pacific Basin Financial Markets and Policies, Vol. 15, 2012, p. 1250010-1 - 1250010-39.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

WANG, J, Wu, C & YU, SHE 2012, 'Order Imbalance, Liquidity and Returns of the U.S. Treasury Bond Market', Review of Pacific Basin Financial Markets and Policies, vol. 15, pp. 1250010-1 - 1250010-39.

WANG, J., Wu, C., & YU, S. H. E. (2012). Order Imbalance, Liquidity and Returns of the U.S. Treasury Bond Market. Review of Pacific Basin Financial Markets and Policies, 15, 1250010-1 - 1250010-39.

WANG J, Wu C, YU SHE. Order Imbalance, Liquidity and Returns of the U.S. Treasury Bond Market. Review of Pacific Basin Financial Markets and Policies. 2012;15:1250010-1 - 1250010-39.

WANG, Junbo ; Wu, Chunchi ; YU, Siu Hung Eden. / Order Imbalance, Liquidity and Returns of the U.S. Treasury Bond Market. In: Review of Pacific Basin Financial Markets and Policies. 2012 ; Vol. 15. pp. 1250010-1 - 1250010-39.