✦ LIBER ✦

Order imbalance, market returns and macroeconomic news: Evidence from the Australian interest rate futures market

✍ Scribed by Lee A. Smales

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Liquidity and stock returns in pure orde

✍ Ben R. Marshall; Martin Young 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 134 KB

Interest rate futures and forwards: Evid

✍ Russell Poskitt 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 230 KB

Monetary Policy Announcements and Short-

✍ Renata Herrerías; Pedro Gurrola 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 682 KB

Monetary policy surprises and interest r

✍ Kenneth N Kuttner 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 186 KB

The relationship between U.S. and eurodo

✍ Tse, Yiuman ;Booth, G. Geoffrey 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 910 KB

The informational content of option-impl

✍ Sascha Wilkens; Klaus Röder 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 352 KB