Victoria University

Browsing University Library Papers and Theses by Subject "macroeconomic news"

ResearchArchive/Manakin Repository

Browsing University Library Papers and Theses by Subject "macroeconomic news"

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  • Qiao, Rui (Victoria University of Wellington, 2020)
    My thesis consists of three essays on market microstructure. Focusing on the U.S. Treasury market, I investigate several interesting research questions by using twelve years of BrokerTec order books of 2-, 5-, and 10-year ...

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