Mark F. Meyer

Princeton Economics Group, Inc.

Economist

707 State Road, Suite 223

Princeton, NJ 08540

United States

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The Effect of Transaction Size on Off-the-Run Treasury Prices

Wharton Financial Institutions Center Working Paper No. 01-03
Number of pages: 29 Posted: 04 May 2001
University of Pennsylvania - The Wharton School - Finance and Insurance Departments, Brigham Young University, Princeton Economics Group, Inc. and University of New South Wales (UNSW) - Faculty of Law
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Abstract:

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Price pressure, off-the-run Treasury bond and note, segmentation, liquidity