Access Statistics for Michael J. Fleming

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anomalous bidding in short-term Treasury bill auctions 1 2 7 60 8 14 51 370
Are larger Treasury issues more liquid? Evidence from bill reopenings 0 4 16 94 8 26 69 560
Financial market implications of the federal debt paydown 0 0 4 71 1 5 35 423
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 1 2 7 113 1 6 29 633
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 3 18 134 2 17 73 772
How do treasury dealers manage their positions? 5 15 51 111 38 84 303 585
How workers use 401(k) plans: the participation, contribution, and withdrawal decisions 1 2 14 250 2 6 68 1,238
Measuring treasury market liquidity 3 15 61 339 8 27 140 874
New evidence on the effectiveness of the proxy mechanism 0 1 14 55 7 20 106 379
Preserving firm value through exit: the case of voluntary liquidations 0 0 1 55 0 1 14 306
Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements 1 2 12 139 3 8 44 650
Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements 1 3 13 113 5 19 79 471
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 0 3 14 120 196
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 5 12 12 12 7 12 12 12
The term structure of announcement effects 6 10 25 270 16 25 68 978
The term structure of announcement effects 2 2 15 25 12 16 66 115
What moves the bond market? 9 24 107 772 26 58 264 1,712
Total Working Papers 35 97 377 2,613 147 358 1,541 10,274


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ANOMALOUS BIDDING IN SHORT-TERM TREASURY BILL AUCTIONS 1 1 1 1 3 4 4 4
Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings 0 0 0 0 3 5 30 197
Are larger Treasury issues more liquid? Evidence from bill reopenings 0 0 0 1 1 1 24 129
Dealer behavior in the specials market for US Treasury securities 0 1 9 35 0 1 21 65
Explaining settlement fails 0 2 14 61 2 5 37 165
Measuring treasury market liquidity 6 12 51 347 13 28 169 1,024
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information 1 9 30 120 5 18 96 280
Repurchase agreements with negative interest rates 2 6 19 164 4 11 79 545
The Term Securities Lending Facility: origin, design, and effects 2 9 32 32 7 24 105 105
The benchmark U.S. Treasury market: recent performance and possible alternatives 2 3 18 139 8 19 85 678
The round-the-clock market for U.S. Treasury securities 0 0 10 113 5 18 100 514
What financing data reveal about dealer leverage 3 12 25 54 3 14 45 159
What moves the bond market? 1 7 29 225 10 24 115 686
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 2 9 36 137 5 25 129 593
Who buys Treasury securities at auction? 1 2 14 46 1 4 72 169
Total Journal Articles 21 73 288 1,475 70 201 1,111 5,313


Statistics updated 2009-11-04