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Dealer financial conditions and lender-of-last-resort facilities
Acharya, Viral V.
;
Fleming, Michael J.
;
Hrung, Warren B.
; …
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 81-107
Persistent link: https://www.econbiz.de/10011725183
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2
Market liquidity after the financial crisis
Adrian, Tobias
;
Fleming, Michael J.
;
Shachar, Or
;
Vogt, Erik
- In:
Annual review of financial economics
9
(
2017
),
pp. 43-83
Persistent link: https://www.econbiz.de/10011908009
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3
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
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4
Market liquidity after the financial crisis
Adrian, Tobias
;
Fleming, Michael J.
;
Shachar, Or
;
Vogt, Erik
-
2017
Persistent link: https://www.econbiz.de/10011735065
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5
Intraday market making with overnight inventory costs
Adrian, Tobias
;
Capponi, Agostino
;
Fleming, Michael J.
; …
- In:
Journal of financial markets
50
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012703799
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6
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
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7
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
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8
How do Treasury dealers manage their positions?
Fleming, Michael J.
;
Nguyen, Giang H.
;
Rosenberg, Joshua V.
- In:
Journal of financial economics
158
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015072537
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9
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
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10
US treasury market functioning from the GFC to the pandemic
Adrian, Tobias
;
Fleming, Michael J.
;
Nikolaou, Kleopatra
-
2025
Persistent link: https://www.econbiz.de/10015408847
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