Liquidity, Reconstitution, and the Value of U.S. Treasury Strips
- 1 March 1993
- journal article
- Published by JSTOR in The Journal of Finance
- Vol. 48 (1) , 315-329
- https://doi.org/10.2307/2328892
Abstract
An apparent pricing anomaly exists in the market for U.S. Treasury strips: zero-coupon strips created from principal payments typically trade at significantly higher prices than otherwise identical z...Keywords
This publication has 0 references indexed in Scilit: