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The Round-the-Clock Market for U.S. Treasury Securities
2 references·16 citing·51 second hop
The Round-the-Clock Market for U.S. Treasury Securities (1997)The Round-the-Clock Market for U.S. Treas…News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate? (1986)News from the U. S. and Japan…The money market (1983)The money marketTreasury Inconvenience Yields during the COVID-19 Crisis (2020)Treasury Inconvenience Yields…Bitcoin spot and futures market microstructure (2020)Bitcoin spot and futures mark…Liquidity of financial markets: a review (2019)Liquidity of financial market…Government Intervention and Strategic Trading in the U.S. Treasury Market (2018)Government Intervention and S…Investor relations and information asymmetry (2017)Investor relations and inform…Optimally Harnessing Inter-Day and Intra-Day Information for Daily Value-at-Risk Prediction (2012)Optimally Harnessing Inter-Da…What does PIN identify? Evidence from the T-bill market (2011)What does PIN identify? Evide…The Microstructure of the TIPS Market (2011)The Microstructure of the TIP…Electronic versus open outcry trading in agricultural commodities futures markets (2010)Electronic versus open outcry…The Microstructure of the TIPS Market (2009)The Microstructure of the TIP…Price discovery in the round-the-clock U.S. Treasury market (2009)Price discovery in the round-…Understanding the Forward Premium Puzzle: A Microstructure Approach (2007)Understanding the Forward Pre…The Transition to Electronic Communications Networks in the Secondary Treasury Market (2006)The Transition to Electronic …Expandable limit order markets (2003)Expandable limit order marketsThe Microstructure of the Euro Money Market (2001)The Microstructure of the Eur…Financial Market Implications of the Federal Debt Paydown (2000)Financial Market Implications…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Exchange Rate Economics: Where Do We Stand? (1980)Stock Prices and Economic News (1985)Public information releases, private information arrival and volatility in the foreign exchange market (1997)‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow (2001)Do currency markets absorb news quickly? (2005)An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse (1995)Market microstructure theory (1995)Market Microstructure Theory. (1996)The Impact of Iceberg Orders in Limit Order Books (2009)Measuring the Information Content of Stock Trades (1991)Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)How do Treasury Dealers Manage their Positions? 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Intraday Timing of Operations in the Interbank Market (2000)Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings (2002)
this work references cited by second hop

References

  • 1986News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?180 cited
  • 1983The money market149 cited

Cited by

  • 2020Treasury Inconvenience Yields during the COVID-19 Crisis87 cited
  • 2000Financial Market Implications of the Federal Debt Paydown58 cited
  • 2006The Transition to Electronic Communications Networks in the Secondary Treasury Market57 cited
  • 2003Expandable limit order markets50 cited
  • 2012Optimally Harnessing Inter-Day and Intra-Day Information for Daily Value-at-Risk Prediction48 cited
  • 2020Bitcoin spot and futures market microstructure44 cited
  • 2009The Microstructure of the TIPS Market43 cited
  • 2011The Microstructure of the TIPS Market41 cited
  • 2007Understanding the Forward Premium Puzzle: A Microstructure Approach41 cited
  • 2001The Microstructure of the Euro Money Market38 cited
  • 2017Investor relations and information asymmetry35 cited
  • 2019Liquidity of financial markets: a review32 cited
  • 2011What does PIN identify? Evidence from the T-bill market31 cited
  • 2009

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Price discovery in the round-the-clock U.S. Treasury market
30 cited
  • 2010Electronic versus open outcry trading in agricultural commodities futures markets29 cited
  • 2018Government Intervention and Strategic Trading in the U.S. Treasury Market29 cited