Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components

von Man, Kasing
Veröffentlicht in Journal of forecasting (2010)

Price discovery in the US treasury market : automation vs. intermediation

von Man, Kasing
Veröffentlicht in Management science (2013)

The role of duration and trades in the information assimilation process of the US treasury market

von Chen, Peter Huaiyu
Veröffentlicht in Advances in Pacific Basin business, economics, and finance (2019)