References

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• 2001Board of Governors of the Federal Reserve System1,130 cited
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• 2004Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve359 cited
• 2005Inflation risk premia and the expectations hypothesis253 cited
• 2000Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market247 cited
• 1996Discriminatory versus uniform treasury auctions: Evidence from when-issued transactions212 cited
• 1997What Moves the Bond Market149 cited
• 2006Automation versus Intermediation: Evidence from Treasuries Going Off the Run130 cited
• 2002Treasury Inflation-Indexed Debt: A Review of the U.S. Experience128 cited
• 2002Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings118 cited