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Pushing New Frontiers: Examining the Future of Paper and Electronic Documents

✍ Scribed by Jennifer Watts-Perotti; Mary Ann Sprague; Patricia Wall; Catherine McCorkindale

Book ID
109294027
Publisher
American Anthropological Association
Year
2009
Weight
497 KB
Volume
2009
Category
Article
ISSN
1559-890X

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## Abstract In this study we analyze the reaction of daily cash and futures prices for several Treasury securities to the release of U.S. macroeconomic news. Some important results are reported. First, consistent with the notion of market integration, the futures market is found to be cointegrated