Michael J. Fleming : Citation Profile

Are you Michael J. Fleming?

Federal Reserve Bank of New York (50% share)
Federal Reserve Bank of New York (50% share)

20

H index

35

i10 index

1749

Citations

RESEARCH PRODUCTION:

29

Articles

107

Papers

1

Chapters

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 60
   Journals where Michael J. Fleming has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 35 (1.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfl35
   Updated: 2024-12-03    RAS profile: 2024-07-08    
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Relations with other researchers

Works with:

Sarkar, Asani (7)

Van Tassel, Peter (5)

Shachar, Or (4)

Adrian, Tobias (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael J. Fleming.

Is cited by:

Adrian, Tobias (23)

Beetsma, Roel (19)

Sarkar, Asani (17)

Smales, Lee (16)

Nagel, Stefan (16)

Fratzscher, Marcel (14)

Ehrmann, Michael (14)

Hautsch, Nikolaus (14)

Wright, Jonathan (14)

Neely, Christopher (13)

Giuliodori, Massimo (13)

Cites to:

Adrian, Tobias (27)

Remolona, Eli (20)

Shachar, Or (17)

Garbade, Kenneth (15)

Duffie, Darrell (11)

Poterba, James (10)

Engle, Robert (10)

Mizrach, Bruce (8)

Venti, Steven (8)

Longstaff, Francis (7)

Amihud, Yakov (7)

Main data

Where Michael J. Fleming has published?

Journals with more than one article published# docs
Economic Policy Review9
Current Issues in Economics and Finance7
Journal of Financial Markets2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York64
Staff Reports / Federal Reserve Bank of New York30
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)3
Research Paper / Federal Reserve Bank of New York3
Research Technical Papers / Central Bank of Ireland2
BIS Working Papers / Bank for International Settlements2

Recent works citing Michael J. Fleming (2024 and 2023)

YearTitle of citing document
2023Bailout Stigma. (2020). Choe, Chongwoo ; Rhee, Keeyoung ; Che, Yeon-Koo. In: Papers. RePEc:arx:papers:2006.05640.

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2024Macroscopic Market Making. (2023). Nam, Kihun ; Jin, Shijia ; Guo, Ivan. In: Papers. RePEc:arx:papers:2307.14129.

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2024The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method. (2024). Wan, Yinan ; Jeleskovic, Vahidin. In: Papers. RePEc:arx:papers:2402.14206.

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2023Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23.

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2023Investor behavior under market stress:evidence from the Italian sovereign bond market. (2023). Panzarino, Onofrio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_033_23.

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2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

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2023Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145.

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2023The widespread failure of central banks to control inflation. (2023). Buiter, Willem. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:2-31.

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2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

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2023.

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2023HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2348.

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2023Wind-down of bank trading books. (2023). Akhouen, Richard ; Rossignol, Ghislain ; Santoni, Alessandro. In: Occasional Paper Series. RePEc:ecb:ecbops:2023316.

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2024Interdependence between the euro area and the US: what role for EMU?. (2002). Fratzscher, Marcel ; Ehrmann, Michael ; Frazscher, M.. In: Working Paper Series. RePEc:ecb:ecbwps:20020200.

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2023Loss sharing in central clearinghouses: winners and losers. (2023). Kubitza, Christian ; Sherman, Mila Getmansky ; Pelizzon, Loriana. In: Working Paper Series. RePEc:ecb:ecbwps:20232873.

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2024Central bank asset purchases and auction cycles revisited: new evidence from the euro area. (2024). Ferrara, Federico Maria. In: Working Paper Series. RePEc:ecb:ecbwps:20242927.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2023Expectation dispersion, uncertainty, and the reaction to news. (2023). Enders, Zeno ; Dovern, Jonas ; Born, Benjamin. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000697.

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2023Central bank swap arrangements and exchange rate volatility: Evidence from China. (2023). Li, Yang ; Liu, Zhuqing ; Yu, Ziliang. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000493.

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2023When financial advice rocks the market. (2023). Bernhardt, Dan ; Cuevas, Conrado. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000560.

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2023Your skin or mine: Ensuring the viability of a central counterparty. (2023). Varadi, Kata ; Friesz, Melinda. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000791.

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2023Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307.

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2023What drives the TIPS–Treasury bond mispricing?. (2023). Ahn, Yongkil. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001056.

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2023A tale of idiosyncratic volatility and illiquidity shocks: Their correlation and effects on stock returns. (2023). Huang, Zhaodan ; Han, Yufeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000339.

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2024Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic. (2024). Zhao, Ruoyun ; Armanious, Amir. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000255.

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2024Options illiquidity in an over-the-counter market. (2024). Ahn, Jungkyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002357.

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2023Investor information and bank instability during the European debt crisis. (2023). Ross, Chase P ; Iorgova, Silvia. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001218.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2024Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147.

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2023The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941.

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2024Trading ahead of treasury auctions. (2024). Sigaux, Jean-David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002236.

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2024Central bank liquidity facilities and market making. (2024). Walton, Adrian ; Cimon, David A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000724.

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2023The effect of the Federal Reserve’s lending facility on PPP lending by commercial banks. (2023). Carlson, Mark ; Styczynski, Mary-Frances ; Anbil, Sriya. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000256.

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2024Central bank asset purchases and lending: Impact on search frictions. (2024). Tobe, Reiko ; Uno, Jun. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000032.

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2023Trader positions and aggregate portfolio demand. (2023). Tuzun, Tugkan ; Roberts, John S ; Onur, Esen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000482.

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2023Diminishing treasury convenience premiums: Effects of dealers’ excess demand and balance sheet constraints. (2023). Sundaresan, Suresh ; Klingler, Sven. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:55-69.

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2023Pricing implications of intervention and debt management in the primary market of Japanese government bonds. (2023). Hosono, Kaoru ; Watanabe, Shuji ; Miyakawa, Daisuke. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x2200213x.

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2023Market liquidity migration’s effects on the relationship between stock liquidity and stock price crash risk: Evidence from China. (2023). Ruan, Yaoyun ; Li, Dong Andrew ; Xie, Wenyan ; Tang, Yunshu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:158-169.

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2023Long-term liquidity effects of large-scale asset purchase programs: Evidence from the euro covered bond market. (2023). Weigerding, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:244-264.

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2023The Effects of Volatility on Liquidity in the Treasury Market. (2023). Sokolinskiy, Oleg ; Meldrum, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-28.

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2023The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660.

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2023The Power of Financial Incentives versus the Power of Suggestion for Individual Pension: Are Financial Incentives or Automatic Enrollment Policies More Effective?. (2023). Yanıkkaya, Halit ; Iti, Sadettin Haluk ; Koral, Zeynep Akta ; Yanikkaya, Halit. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3652-:d:1070721.

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2023Cashing Out Retirement Savings at Job Separation. (2023). Lynch, John G ; Zhai, Muxin ; Wang, Yanwen. In: Marketing Science. RePEc:inm:ormksc:v:42:y:2023:i:4:p:679-703.

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2023Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263.

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2023Leveraged Exchange-Traded Funds with Market Closure and Frictions. (2023). Yang, Chen ; Soner, Mete H ; Kou, Steven ; Dai, Min. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2517-2535.

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2023Determinants of bid-ask spread in emerging sovereign bond markets. (2023). Tokmakiolu, Kaya ; Su, Emre. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00305-4.

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2024Global Liquidity: Drivers, Volatility and Toolkits. (2024). Goldberg, Linda S. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00208-9.

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2024Is bitcoin an inflation hedge?. (2024). Colombo, Jéfferson ; Rodriguez, Harold. In: MPRA Paper. RePEc:pra:mprapa:120477.

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2023Computing long‐term market inflation expectations for countries without inflation expectation markets. (2017). Rosenblatt-Wisch, Rina ; Moessner, Richhild ; Gerlach-Kristen, Petra. In: Working Papers. RePEc:snb:snbwpa:2017-09.

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2023Size and liquidity of government securities in India. (2023). N. R. V. V. M. K. Rajendra Kumar, ; Chander, Jai ; Dayanandan, Ajit. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:1:d:10.1007_s41775-023-00178-9.

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2023Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324.

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2023From Bazooka to Backstop: The Political Economy of Standing Swap Facilities. (2023). Richtmann, Mathis L ; Steininger, Lea. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp334.

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2023From Bazooka to Backstop: The Political Economy of Standing Swap Facilities. (2023). Steininger, Lea ; Richtmann, Mathis L. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:35833590.

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2023Money Illusion and TIPS Demand. (2023). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:171-214.

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2023Collateral scarcity and market functioning: Insights from the eurosystem securities lending facilities. (2023). Jank, Stephan ; Greppmair, Stefan. In: Discussion Papers. RePEc:zbw:bubdps:280417.

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Works by Michael J. Fleming:

YearTitleTypeCited
2010Repo Market Effects of the Term Securities Lending Facility In: American Economic Review.
[Full Text][Citation analysis]		article67
2010Repo market effects of the Term Securities Lending Facility.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2012Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009 In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article39
2012Federal Reserve liquidity provision during the financial crisis of 2007-2009.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
1999Liquidity in U.S. Treasury Spot and Futures Markets In: CGFS Papers chapters.
[Full Text][Citation analysis]		chapter9
2023Dealer capacity and US Treasury market functionality In: BIS Working Papers.
[Full Text][Citation analysis]		paper3
2023Dealer Capacity and U.S. Treasury Market Functionality.(2023) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
1999The term structure of announcement effects In: BIS Working Papers.
[Full Text][Citation analysis]		paper49
1999The term structure of announcement effects.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information In: Journal of Finance.
[Full Text][Citation analysis]		article336
2014ECB Monetary Operations and the Interbank Repo Market In: Research Technical Papers.
[Full Text][Citation analysis]		paper10
2013ECB monetary operations and the interbank repo market.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2011Repo Market Microstructure in Unusual Monetary Policy Conditions In: Research Technical Papers.
[Full Text][Citation analysis]		paper9
2017Market Liquidity after the Financial Crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper72
2017Market Liquidity after the Financial Crisis.(2017) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2016Market liquidity after the financial crisis.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2020Liquidity and volatility in the U.S. Treasury market In: Journal of Econometrics.
[Full Text][Citation analysis]		article18
2012Liquidity and volatility in the U.S. treasury market.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2018The microstructure of a U.S. Treasury ECN: The BrokerTec platform In: Journal of Financial Markets.
[Full Text][Citation analysis]		article36
2009The microstructure of a U.S. Treasury ECN: the BrokerTec platform.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2008The Microstructure of a U.S. Treasury ECN: The Brokertec Platform.(2008) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2020Intraday market making with overnight inventory costs In: Journal of Financial Markets.
[Full Text][Citation analysis]		article10
2016Intraday market making with overnight inventory costs.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2017Dealer financial conditions and lender-of-last-resort facilities In: Journal of Financial Economics.
[Full Text][Citation analysis]		article42
2014Dealer financial conditions and lender-of-last resort facilities.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2024How do Treasury dealers manage their positions? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
2007How do treasury dealers manage their positions?.(2007) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2007Dealer behavior in the specials market for US Treasury securities In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article18
2002Are larger Treasury issues more liquid? Evidence from bill reopenings In: Proceedings.
[Citation analysis]		article57
2002Are larger Treasury issues more liquid? Evidence from bill reopenings.(2002) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2002Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings..(2002) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 57		article
1999Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market In: Working Papers in Applied Economic Theory.
[Full Text][Citation analysis]		paper11
1999Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets In: FEDS Notes.
[Full Text][Citation analysis]		paper11
2013Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets.(2013) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2018Unlocking the Treasury Market through TRACE In: FEDS Notes.
[Full Text][Citation analysis]		paper5
2018Unlocking the Treasury Market through TRACE.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2018Breaking Down TRACE Volumes Further In: FEDS Notes.
[Full Text][Citation analysis]		paper3
2018Breaking Down TRACE Volumes Further.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2004Repurchase agreements with negative interest rates In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article23
2005What financing data reveal about dealer leverage In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article28
2005Explaining settlement fails In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article23
2007Who buys Treasury securities at auction? In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article15
2009The Term Securities Lending Facility: origin, design, and effects In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article34
2010The Federal Reserves foreign exchange swap lines In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article25
2011Income effects of Federal Reserve liquidity facilities In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article3
2013The failure resolution of Lehman Brothers In: Economic Policy Review.
[Full Text][Citation analysis]		article11
2014The Failure Resolution of Lehman Brothers.(2014) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2022The Federal Reserve’s Market Functioning Purchases In: Economic Policy Review.
[Full Text][Citation analysis]		article1
2021The Federal Reserve’s Market Functioning Purchases.(2021) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1997What moves the bond market? In: Economic Policy Review.
[Full Text][Citation analysis]		article197
1997What moves the bond market?.(1997) In: Research Paper.
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This paper has nother version. Agregated cites: 197		paper
1997The round-the-clock market for U.S. Treasury securities In: Economic Policy Review.
[Full Text][Citation analysis]		article44
2000The benchmark U.S. Treasury market: recent performance and possible alternatives In: Economic Policy Review.
[Full Text][Citation analysis]		article24
2002When the back office moved to the front burner: settlement fails in the treasury market after 9/11 In: Economic Policy Review.
[Full Text][Citation analysis]		article21
2003Measuring treasury market liquidity In: Economic Policy Review.
[Full Text][Citation analysis]		article203
2001Measuring treasury market liquidity.(2001) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 203		paper
2012The microstructure of the TIPS market In: Economic Policy Review.
[Full Text][Citation analysis]		article19
2009The microstructure of the TIPS market.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2013Trading activity and price transparency in the inflation swap market In: Economic Policy Review.
[Full Text][Citation analysis]		article14
2011How Might Increased Transparency Affect the CDS Market? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012Failure Is No Longer a (Free) Option for Agency Debt and Mortgage-Backed Securities In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012The Impact of Trade Reporting on the Interest Rate Derivatives Market In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Primary Dealers’ Waning Role in Treasury Auctions In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2013How Liquid Is the Inflation Swap Market? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013The Recent Bond Market Selloff in Historical Perspective In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2013The SOMA Portfolio through Time In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013What if? A Counterfactual SOMA Portfolio In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Transparency and Sources of Information on the Federal Reserve’s Operations, Income, and Balance Sheet In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Information on Dealer Activity in Specific Treasury Issues Now Available In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014At the N.Y. Fed: Workshop on the Risks of Wholesale Funding In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014What Explains the June Spike in Treasury Settlement Fails? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Measuring Settlement Fails In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2015Introduction to a Series on Market Liquidity In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Has U.S. Treasury Market Liquidity Deteriorated? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2015The Evolution of Workups in the U.S. Treasury Securities Market In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Whats Driving Dealer Balance Sheet Stagnation? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2015Introduction to a Series on Market Liquidity: Part 2 In: Liberty Street Economics.
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2015Has Liquidity Risk in the Treasury and Equity Markets Increased? In: Liberty Street Economics.
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2015Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2015Changes in the Returns to Market Making In: Liberty Street Economics.
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2015Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics.
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2015Dealers’ Positions and the Auction Cycle In: Liberty Street Economics.
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2016Characterizing the Rising Settlement Fails in Seasoned Treasury Securities In: Liberty Street Economics.
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2016Has MBS Market Liquidity Deteriorated? In: Liberty Street Economics.
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2016Continuing the Conversation on Liquidity In: Liberty Street Economics.
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2016Corporate Bond Market Liquidity Redux: More Price-Based Evidence In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2016Is Treasury Market Liquidity Becoming More Concentrated In: Liberty Street Economics.
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2016Primary Dealer Participation in the Secondary U.S. Treasury Market In: Liberty Street Economics.
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2016Did Third Avenues Liquidation Reduce Corporate Bond Market Liquidity? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2016What’s behind the March Spike in Treasury Fails? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2016A Closer Look at the Federal Reserve’s Securities Lending Program In: Liberty Street Economics.
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2017Advent of Trade Reporting for U.S. Treasury Securities In: Liberty Street Economics.
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2017Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? In: Liberty Street Economics.
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2018Options of Last Resort In: Liberty Street Economics.
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2018Dealer Trading and Positioning in Floating Rate Notes In: Liberty Street Economics.
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2018Do You Know How Your Treasury Trades Are Cleared and Settled? In: Liberty Street Economics.
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2018U.S. Treasury Market Action on Election Night 2016 In: Liberty Street Economics.
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2018Price Impact of Trades and Orders in the U.S. Treasury Securities Market In: Liberty Street Economics.
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2019Creditor Recovery in Lehman’s Bankruptcy In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2019How Much Value Was Destroyed by the Lehman Bankruptcy? In: Liberty Street Economics.
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2019Lehmans Bankruptcy Expenses In: Liberty Street Economics.
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2019Customer and Employee Losses in Lehman’s Bankruptcy In: Liberty Street Economics.
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2019The Indirect Costs of Lehman’s Bankruptcy In: Liberty Street Economics.
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2019Dealer Participation in the TSLF Options Program In: Liberty Street Economics.
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2019Assessing the Price Impact of Treasury Market Workups In: Liberty Street Economics.
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2020How Does Tick Size Affect Treasury Market Quality? In: Liberty Street Economics.
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2020The COVID-19 Pandemic and the Fed’s Response In: Liberty Street Economics.
[Full Text][Citation analysis]		paper5
2020Treasury Market Liquidity during the COVID-19 Crisis In: Liberty Street Economics.
[Full Text][Citation analysis]		paper15
2020Treasury Market Liquidity and the Federal Reserve during the COVID-19 Pandemic In: Liberty Street Economics.
[Full Text][Citation analysis]		paper16
2020How Liquid Is the New 20-Year Treasury Bond? In: Liberty Street Economics.
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2020How Does the Liquidity of New Treasury Securities Evolve? In: Liberty Street Economics.
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2020Treasury Market When-Issued Trading Activity In: Liberty Street Economics.
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2022The Bond Market Selloff in Historical Perspective In: Liberty Street Economics.
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2022How Liquid Has the Treasury Market Been in 2022? In: Liberty Street Economics.
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2023The 2022 Spike in Corporate Security Settlement Fails In: Liberty Street Economics.
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2023How Has Treasury Market Liquidity Evolved in 2023? In: Liberty Street Economics.
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2024Measuring Treasury Market Depth In: Liberty Street Economics.
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2024Has Treasury Market Liquidity Improved in 2024? In: Liberty Street Economics.
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1995New evidence on the effectiveness of the proxy mechanism In: Research Paper.
[Full Text][Citation analysis]		paper1
1996Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements In: Research Paper.
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2001Financial market implications of the federal debt paydown In: Staff Reports.
[Full Text][Citation analysis]		paper14
2004Anomalous bidding in short-term Treasury bill auctions In: Staff Reports.
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1997Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements In: Staff Reports.
[Full Text][Citation analysis]		paper10
1998How workers use 401(k) plans: the participation, contribution, and withdrawal decisions In: Staff Reports.
[Full Text][Citation analysis]		paper73
1998How Workers Use 401(K) Plans: The Participation, Contribution, and Withdrawal Decisions.(1998) In: National Tax Journal.
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2011An analysis of CDS transactions: implications for public reporting In: Staff Reports.
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2012An analysis of OTC interest rate derivatives transactions: implications for public reporting In: Staff Reports.
[Full Text][Citation analysis]		paper6
2013The Microstructure of Chinas Government Bond Market In: Staff Reports.
[Full Text][Citation analysis]		paper6
2013Price and size discovery in financial markets: evidence from the U.S. Treasury securities market In: Staff Reports.
[Full Text][Citation analysis]		paper6
2019Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market.(2019) In: The Review of Asset Pricing Studies.
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2016Trading activity in the Indian government bond market In: Staff Reports.
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1995Preserving firm value through exit: the case of voluntary liquidations In: Staff Reports.
[Full Text][Citation analysis]		paper1
2017The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data In: Staff Reports.
[Full Text][Citation analysis]		paper6
2019Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market In: Staff Reports.
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2021The Netting Efficiencies of Marketwide Central Clearing In: Staff Reports.
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2022All-to-All Trading in the U.S. Treasury Market In: Staff Reports.
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