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Fleming, Michael J.
18
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7
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The round-the-clock market for US treasury securities
Fleming, Michael J.
- In:
Economic policy review
3
(
1997
)
2
,
pp. 9-32
Persistent link: https://www.econbiz.de/10009921337
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2
The benchmark US Treasury market : recent performance and possible alternatives
Fleming, Michael J.
;
Crandall, Lou
;
Glaessner, Thomas C.
; …
- In:
Economic policy review
6
(
2000
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10009921396
Saved in:
3
Measuring treasury market liquidity
Fleming, Michael J.
- In:
Economic policy review
9
(
2003
)
3
,
pp. 83-108
Persistent link: https://www.econbiz.de/10009921471
Saved in:
4
MARKET MAKING WHEN THE ORDER-ARRIVAL PROCES IS THE RESULT OF POSITIVE FEEDBACK TRADING
Dunne, Peter G.
- In:
The Manchester School of Economic and Social Studies
62
(
1994
),
pp. 79-92
Persistent link: https://www.econbiz.de/10006339948
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5
AN ECONOMETRIC ASSESSMENT OF THE CHANGE IN QUALITY OF THE IRISH GILT MARKET SINCE THE INTRODUCTION OF MARKET MAKING
Dunne, Peter G.
- In:
The economic and social review
27
(
1996
)
5
,
pp. 457-466
Persistent link: https://www.econbiz.de/10007827571
Saved in:
6
THE IMPLICIT COSTS OF TRADING IN A JOINTLY LISTED IRISH EQUITY
Dunne, Peter G.
- In:
The economic and social review
26
(
1994
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10007830232
Saved in:
7
A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities
Dunne, Peter G.
- In:
International review of financial analysis
9
(
2000
)
4
,
pp. 369-388
Persistent link: https://www.econbiz.de/10007175845
Saved in:
8
Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application
Dunne, Peter G.
- In:
International review of financial analysis
8
(
1999
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10007185210
Saved in:
9
DEFINING BENCHMARK STATUS: AN APPLICATION USING EURO-AREA BONDS
Dunne, Peter G.
;
Moore, Michael J.
;
Portes, Richard
-
2002
Persistent link: https://www.econbiz.de/10006973244
Saved in:
10
Commonality in returns, order flows, and liquidity in the Greek stock market
Dunne, Peter G.
;
Moore, Michael J.
;
Papavassiliou, …
- In:
The European journal of finance
17
(
2011
)
7
,
pp. 577-588
Persistent link: https://www.econbiz.de/10009265645
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