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The puzzling price behavior of treasury bills that mature at the turn of calendar months

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References

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Cited by

1990Seasonality and size effects: The case of real-estate-related investment66 cited
1991Segmentation in the Treasury Bill Market: Evidence from Cash Management Bills54 cited
1997On a Preferred Habitat for Liquidity at the Turn-of-the-Year: Evidence from the Term-Repo Market51 cited
1994Further evidence on segmentation in the treasury bill market39 cited
2020Regulatory Effects on Short Term Interest Rates38 cited
2007Preferred habitat for liquidity in international short-term interest rates38 cited
2004The Effect of Transaction Size on Off-the-Run Treasury Prices36 cited

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1990Interest Rate Expectations and the Slope of the Money Market Yield Curve32 cited

2000Further evidence on the variability of inflation and relative price variability24 cited

2021Retail investor risk-seeking, attention, and the January effect22 cited

2004DOES THE DAY-OF-THE-WEEK EFFECT IN FOREIGN CURRENCY MARKETS DISAPPEAR? EVIDENCE FROM THE YEN/DOLLAR MARKET22 cited