The microstructure of a U.S. Treasury ECN: The BrokerTec platform

Author:

Fleming Michael J.,Mizrach Bruce,Nguyen Giang

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference44 articles.

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2. Automation versus intermedia- tion: Evidence from Treasuries going off the run;Barclay;Journal of Finance,2006

3. BaruchShmuel, and Lawrence Glosten, 2016, Tail expectation, imperfect competition, and the phenomenon of flickering quotes in limit order book markets, University of Utah and Columbia University Working Paper.

4. Flight-to-quality or flight-to-liquidity? Evidence from Euro-area bond market;Beber;Review of Financial Studies,2009

5. Hidden liquidity: An analysis of order exposure strategies in electronic stock markets;Bessembinder;Journal of Financial Economics,2009

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