Browsing Brock Theses by Author "Luo, Haiming"
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Profitable opportunities around macroeconomic announcements in the U.S. Treasury market
Luo, Haiming (Brock University, 2011-05-17)This thesis studies the impact of macroeconomic announcements on the U.S. Treasury market and investigates profitable opportunities around macroeconomic announcements using data from the eSpeed ...