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Segmentation in the Treasury Bill Market: Evidence from Cash Management Bills

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2006Stop-Loss Orders and Price Cascades in Currency Markets45 cited
2017Liquidity and Price Pressure in the Corporate Bond Market: Evidence from Mega-Bonds

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42 cited

2007How do Treasury Dealers Manage their Positions?41 cited

1994Further evidence on segmentation in the treasury bill market39 cited

2007Preferred habitat for liquidity in international short-term interest rates38 cited

2004The Effect of Transaction Size on Off-the-Run Treasury Prices36 cited

2006Beyond segmentation: The case of China’s repo markets35 cited

2010Anticipated and Repeated Shocks in Liquid Markets35 cited

2009Market Microstructure, Foreign Exchange26 cited

2007The Microstructure of the U.S. Treasury Market26 cited

2017Shareholders as Creditors of First Resort18 cited

1998Interest Rates in Germany and the UK: Cointegration and Error Correction Models13 cited