Adverse Selection, Squeezes, and the Bid-Ask Spread On Treasury Securities
- 30 June 1993
- journal article
- Published by With Intelligence LLC in The Journal of Fixed Income
- Vol. 3 (1) , 39-47
- https://doi.org/10.3905/jfi.1993.408070
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- The Mispricing of U.S. Treasury Bonds: A Case StudyThe Review of Financial Studies, 1989
- Bid, ask and transaction prices in a specialist market with heterogeneously informed tradersJournal of Financial Economics, 1985
- A Theory of the Term Structure of Interest RatesEconometrica, 1985
- Information Effects on the Bid-Ask SpreadThe Journal of Finance, 1983