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Price formation and liquidity in the US treasury market : the response to public information
Fleming, Michael J., (1999)
Price formation and liquidity in the US treasuries market : evidence from intraday patterns around announcements
Fleming, Michael J., (1996)
Price formation and liquidity in the US treasury market : evidence from intraday patterns around annoucements
Fleming, Michael J., (1997)
Macroeconomic factors do influence aggregate stock returns
Flannery, Mark J., (2002)
From T-bills to common stocks : investigating the generality of intra-week return seasonality
Flannery, Mark J., (1987)
Macroeconomic Factors Do Influence Aggregate Stock Returns
Flannery, Mark J., (2004)