How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?
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- Lin, Zhongguo & Hamill, Philip A. & Li, Youwei & Sun, Zhuowei & Waterworth, James, 2020. "How did order-flow impact bond prices during the European Sovereign Debt Crisis?," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 13-24.
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More about this item
Keywords
Order-flow; Price impact; Trading intensity; Sovereign Bonds;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2020-01-27 (European Economics)
- NEP-MST-2020-01-27 (Market Microstructure)
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