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• 2000Are Banks Risk Averse? Intraday Timing of Operations in the Interbank Market149 cited
• 1995Nonparametric estimation of structural models for high-frequency currency market data130 cited
• 2002Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings118 cited
• 1988The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability114 cited
• 1998Payment System Settlement and Bank Incentives83 cited
• 1995Day-of-the-week effects in federal funds rates: Further empirical findings82 cited
• 2002Information-Based Trading in the Treasury Note Interdealer Broker Market77 cited
• 2020Renting Balance Sheet Space: Intermediary Balance Sheet Rental Costs and the Valuation of Derivatives75 cited
• 2021Inflation, inflation uncertainty and the economic growth nexus: An impact study of South Africa73 cited
• 1994Commercial Paper, Corporate Finance, and the Business Cycle: A Microeconomic Perspective73 cited
• 2005The Turn of the Year in Money Markets: Tests of the Risk‐Shifting Window Dressing and Preferred Habitat Hypotheses73 cited
• 1997The Round-the-Clock Market for U.S. Treasury Securities72 cited
• 1994Markups, quantity risk, and bidding strategies at treasury coupon auctions70 cited