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Intraday Pricing and Liquidity of Italian and German Treasury Auctions

https://doi.org/10.2139/ssrn.3718948
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Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 18 checked references that resolve
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How Markets Process Information: News Releases and Volatility
resolves10.1111/0022-1082.00172
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information
resolves10.2139/ssrn.1012684
How Do Treasury Dealers Manage Their Positions?
resolves10.1016/0304-405X(86)90004-8
Stock return variances
resolves10.1093/rfs/hht034
Anticipated and Repeated Shocks in Liquid Markets
resolves10.2139/ssrn.2242918
The Microstructure of the European Sovereign Bond Market: A Study of the Euro-Zone Crisis
resolves10.1016/j.jfineco.2016.06.001
Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?
resolves10.2139/ssrn.2853459
How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis
resolves10.2139/ssrn.2789988
Trading Ahead of Treasury Auctions
The 5 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedref12
no DOI — not checkedref13
no DOI — not checkedWhat moves the bond market?
no DOI — not checkedLimits to arbitrage in sovereign bonds: Price and liquidity discovery in high-frequency quote-driven markets
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