Are larger treasury issues more liquid? Evidence from bill reopenings

Journal of Money, Credit and Banking

Volumn 34, Issue 3 II, 2002, Pages 707-735

  Fleming, Michael J ^a  

^a FEDERAL RESERVE BANK OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036678691     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2002.0013     Document Type: Article

References (37)

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27. Further evidence on segmentation in the treasury bill market
28. The supply of dealer services in securities markets
29. Bond returns, liquidity, and missing data