Remarks at 2010 CFA Institute Fixed Income Management Conference, Newport Beach, California.

Remarks before the Morris County Chamber of Commerce, Florham Park, New Jersey.

This paper studies the workup protocol, a unique trading feature in the U.S. Treasury securities market that resembles a mechanism for discovering dark liquidity. We quantify its role in the price formation process in a model of the dynamics of price and segmented order flow induced by the...

Remarks at the ACI 2010 World Congress, Sydney, Australia.

Remarks at New York University's Stern School of Business, New York City.

Remarks at the Annual Meeting with Primary Dealers, New York City.

Remarks at the Forecasters Club of New York, New York City.

Remarks at the Federal Reserve Bank of New York Inflation-Indexed Securities and Inflation Risk Management Conference.

Remarks at Global Interdependence Center Central Banking Series Event, Federal Reserve Bank of Philadelphia.

Remarks by Brian P. Sack before the Money Marketeers of New York University, New York City.