Browsing All of EconStor by Author Jiang, George J.
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
1998 | Pricing Stock Options under Stochastic Volatility and Stochastic Interest Rates with Efficient Method of Moments Estimation | Jiang, George J.; van der Sluis, Pieter J. |
2008 | Information shocks, jumps, and price discovery: Evidence from the US Treasury market | Jiang, George J.; Lo, Ingrid; Verdelhan, Adrien |
2011 | Private information flow and price discovery in the U.S. treasury market | Jiang, George J.; Lo, Ingrid |
2014 | High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market | Jiang, George J.; Lo, Ingrid; Valente, Giorgio |