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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Fleming, Michael J."
~type:"article"
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Caporale, Guglielmo Maria
Fleming, Michael J.
Garbade, Kenneth D.
9
Krishnamurthy, Arvind
8
Cebula, Richard J.
6
Sack, Brian
6
Shen, Pu
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5
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4
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4
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4
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ECONIS (ZBW)
19
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1
Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market
Fleming, Michael J.
;
Nguyen, Giang H.
;
Ruela, Francisco
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 332-354
Persistent link: https://www.econbiz.de/10014470002
Saved in:
2
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
3
Price and size discovery in financial markets : evidence from the U.S. Treasury securities market
Fleming, Michael J.
;
Nguyen, Giang H.
- In:
Review of asset pricing studies : RAPS
9
(
2019
)
2
,
pp. 256-295
Persistent link: https://www.econbiz.de/10012163321
Saved in:
4
The microstructure of a U.S. Treasury ECN : the BrokerTec platform
Fleming, Michael J.
;
Mizrach, Bruce Marshall
;
Nguyen, …
- In:
Journal of financial markets
40
(
2018
),
pp. 2-22
Persistent link: https://www.econbiz.de/10012001820
Saved in:
5
Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of international development : the journal of …
28
(
2016
)
2
,
pp. 214-232
Persistent link: https://www.econbiz.de/10011552186
Saved in:
6
Quoted spreads and trade imbalance dynamics in the Euopean Treasury bond market
Caporale, Guglielmo Maria
;
Girardi, Alessandro
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 173-182
Persistent link: https://www.econbiz.de/10009700527
Saved in:
7
Repo market effects of the term securities lending facility
Fleming, Michael J.
;
Hrung, Warren B.
;
Keane, Frank M.
- In:
The American economic review
100
(
2010
)
2
,
pp. 591-596
Persistent link: https://www.econbiz.de/10008748850
Saved in:
8
Dealer behavior in the specials market for US Treasury securities
Fleming, Michael J.
;
Garbade, Kenneth D.
- In:
Journal of financial intermediation
16
(
2007
)
2
,
pp. 204-228
Persistent link: https://www.econbiz.de/10003461013
Saved in:
9
Who buys treasury securities at auction?
Fleming, Michael J.
- In:
Current issues in economics and finance
13
(
2007
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10003436350
Saved in:
10
US treasury and agency securities
Fabozzi, Frank J.
;
Fleming, Michael J.
- In:
The handbook of fixed income securities
,
(pp. 229-250)
.
2005
Persistent link: https://www.econbiz.de/10003054220
Saved in:
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