Browsing All of EconStor by Author Fleming, Michael
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2011 | An analysis of CDS transactions: Implications for public reporting | Chen, Kathryn; Fleming, Michael; Jackson, John; Li, Ada; Sarkar, Asani |
2012 | An analysis of OTC interest rate derivatives transactions: Implications for public reporting | Fleming, Michael; Jackson, John; Li, Ada; Sarkar, Asani; Zobel, Patricia |
2012 | Liquidity, volatility, and flights to safety in the US treasury market: Evidence from a new class of dynamic order book models | Engle, Robert; Fleming, Michael; Ghysels, Eric; Nguyen, Giang |
2013 | Order flow segmentation and the role of dark trading in the price discovery of U.S. treasury securities | Fleming, Michael; Nguyen, Giang |
2013 | The microstructure of China's government bond market | Bai, Jennie; Fleming, Michael; Horan, Casidhe |
2016 | Market liquidity after the financial crisis | Adrian, Tobias; Fleming, Michael; Vogt, Erik |
2017 | An index of treasury market liquidity: 1991-2017 | Adrian, Tobias; Fleming, Michael; Vogt, Erik |