@techreport{NBERw9529,
 title = "Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve",
 author = "Michael W. Brandt and Kenneth A. Kavajecz",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "9529",
 year = "2003",
 month = "March",
 URL = "http://www.nber.org/papers/w9529",
}