Supply contraction and trading protocol: An examination of recent changes in the U.S. Treasury market

Journal of Money, Credit and Banking

Volumn 34, Issue 3 II, 2002, Pages 740-762

  Boni, Leslie ^a   Chris Leach, J ^a  

^a UNIVERSITY OF NEW MEXICO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036678176     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2002.0010     Document Type: Article

References (34)

1. Economic news and bond prices: Evidence from the U.S. Treasury market
2. Enhancing the liquidity of U.S. Treasury securities in an era of surpluses
3. Special repo rates
4. Tax and liquidity effects in pricing government bonds
5. Only the best will survive electronic bond trading
6. Cantor fitzgerald closes offices
7. The round-the-clock market for U.S. Treasury securities
8. Financial market implications of the federal debt paydown
9. Measuring treasury market liquidity
10. Price formation and liquidity in the U.S. Treasury market: The response to public information
11. The effect of interdealer brokerage on the transactional characteristics of dealer markets
12. Dominant and satellite markets: A study of dually traded securities
13. Insider trading, liquidity, and the role of the monopolist specialist
14. One security, many markets: Determining the contributions to price discovery
15. An ordered probit analysis of transaction stock prices
16. Salomon brothers and the May 1991 treasury auction: Analysis of a market corner
17. Liquidity, taxes, and short-term yields
18. Intertemporal price discovery by market makers: Active vs. passive learning
19. Price experimentation and security market structure
20. Market microstructure: A survey
21. An overview of the secondary market for U.S. Treasury securities in London and Tokyo
22. U.S. Treasury: Sorry, no more bills, bonds, or notes
23. Cantor's espeed stock plunges 32 percent
24. Information asymmetries and security market design: An empirical study of the secondary market for U.S. Government securities
25. Greenspan encourages bond-market professionals to prepare for a world without government debt