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
A Closer Look at the Federal Reserve’s Securities Lending Program 0 0 3 58 1 4 35 159
Advent of Trade Reporting for U.S. Treasury Securities 0 0 1 6 1 2 11 32
All-to-All Trading in the U.S. Treasury Market 0 0 0 15 0 2 22 61
An analysis of CDS transactions: implications for public reporting 0 0 1 20 0 2 12 111
An analysis of OTC interest rate derivatives transactions: implications for public reporting 0 0 0 24 4 4 8 119
Anomalous bidding in short-term Treasury bill auctions 0 0 1 79 2 3 11 514
Are larger Treasury issues more liquid? Evidence from bill reopenings 0 0 0 158 2 3 17 882
Assessing the Price Impact of Treasury Market Workups 0 0 0 12 0 1 5 33
At the N.Y. Fed: Workshop on the Risks of Wholesale Funding 0 0 0 7 2 2 12 31
Breaking Down TRACE Volumes Further 0 0 0 4 4 4 12 32
Breaking Down TRACE Volumes Further 0 0 0 8 1 1 10 29
Changes in the Returns to Market Making 0 0 0 17 0 0 9 48
Characterizing the Rising Settlement Fails in Seasoned Treasury Securities 0 0 0 5 0 1 5 24
Continuing the Conversation on Liquidity 0 0 0 2 0 0 9 25
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 0 2 24 3 3 21 46
Creditor Recovery in Lehman’s Bankruptcy 0 0 1 66 34 37 100 439
Customer and Employee Losses in Lehman’s Bankruptcy 0 0 1 4 2 2 11 30
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 33 1 1 6 111
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 0 17 2 2 15 85
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 2 11 63 88
Dealer Participation in the TSLF Options Program 0 0 0 7 2 2 11 34
Dealer Trading and Positioning in Floating Rate Notes 0 0 0 15 3 4 12 35
Dealer capacity and US Treasury market functionality 0 1 1 6 1 8 47 71
Dealer financial conditions and lender-of-last resort facilities 0 0 0 56 2 3 16 230
Dealers’ Positions and the Auction Cycle 0 0 0 8 0 0 9 30
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 0 25 45
Do You Know How Your Treasury Trades Are Cleared and Settled? 0 0 0 10 3 3 14 49
ECB Monetary Operations and the Interbank Repo Market 0 0 1 34 1 4 21 150
ECB monetary operations and the interbank repo market 0 0 0 3 3 4 13 124
End‑of‑Month Activity Across the Treasury Market 0 0 3 4 24 94 104 106
End‑of‑Month Liquidity in the Treasury Market 0 0 1 7 6 6 17 25
Failure Is No Longer a (Free) Option for Agency Debt and Mortgage-Backed Securities 0 0 0 5 0 0 9 27
Federal Reserve liquidity provision during the financial crisis of 2007-2009 0 1 1 61 3 4 12 139
Financial market implications of the federal debt paydown 0 0 0 89 3 3 14 560
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 2 2 12 67
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 3 3 26 62
Has MBS Market Liquidity Deteriorated? 0 0 0 18 1 1 9 30
Has Treasury Market Liquidity Improved in 2024? 0 0 0 8 1 1 8 19
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 0 29 2 2 10 85
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 0 0 145 2 4 15 810
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 0 0 149 1 1 16 931
How Does Tick Size Affect Treasury Market Quality? 0 0 0 13 2 3 5 41
How Does the Liquidity of New Treasury Securities Evolve? 0 0 0 14 2 2 8 56
How Has Treasury Market Liquidity Evolved in 2023? 0 0 0 4 2 3 9 21
How Has Treasury Market Liquidity Fared in 2025? 0 0 11 11 2 4 69 69
How Liquid Has the Treasury Market Been in 2022? 0 0 0 17 3 5 19 51
How Liquid Is the Inflation Swap Market? 0 0 0 32 2 3 16 90
How Liquid Is the New 20-Year Treasury Bond? 1 1 1 21 4 11 45 135
How Might Increased Transparency Affect the CDS Market? 0 0 0 2 1 2 10 21
How Much Value Was Destroyed by the Lehman Bankruptcy? 0 0 0 7 4 6 19 60
How do treasury dealers manage their positions? 0 0 1 200 7 10 34 1,485
How workers use 401(k) plans: the participation, contribution, and withdrawal decisions 0 0 0 276 0 1 15 1,453
Information on Dealer Activity in Specific Treasury Issues Now Available 0 0 0 2 1 1 9 18
Intraday Price Pressure and Order Flow Around U.S. Treasury Auctions 1 1 11 11 31 34 50 50
Intraday market making with overnight inventory costs 0 0 0 30 6 7 18 154
Introduction to a Series on Market Liquidity 0 0 0 4 1 2 7 21
Introduction to a Series on Market Liquidity: Part 2 0 0 0 2 2 2 7 18
Is Treasury Market Liquidity Becoming More Concentrated 0 0 0 14 2 3 7 29
Lehman's Bankruptcy Expenses 0 0 0 7 2 4 15 52
Liquidity Fades as Treasuries Age 0 1 2 2 52 56 64 64
Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market 0 0 5 5 17 22 46 46
Liquidity and volatility in the U.S. treasury market 0 0 0 128 3 8 24 381
Market Liquidity after the Financial Crisis 0 0 1 17 1 2 10 45
Market Liquidity after the Financial Crisis 0 0 0 50 3 3 22 119
Market liquidity after the financial crisis 0 0 1 164 5 9 31 326
Measuring Settlement Fails 0 0 1 10 1 2 15 49
Measuring Treasury Market Depth 0 2 2 18 3 11 20 36
Measuring treasury market liquidity 0 0 1 566 1 3 22 1,650
New evidence on the effectiveness of the proxy mechanism 0 0 0 77 2 4 22 710
Options of Last Resort 0 0 0 0 3 3 11 28
Preserving firm value through exit: the case of voluntary liquidations 0 0 0 75 4 6 16 393
Price Impact of Trades and Orders in the U.S. Treasury Securities Market 0 0 0 31 0 1 12 69
Price and size discovery in financial markets: evidence from the U.S. Treasury securities market 0 0 1 47 8 20 35 179
Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements 0 0 0 191 17 20 41 861
Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements 0 0 0 131 8 9 22 626
Primary Dealer Participation in the Secondary U.S. Treasury Market 0 1 1 21 4 62 81 126
Primary Dealers’ Waning Role in Treasury Auctions 0 0 0 14 1 2 12 42
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 1 2 16 73
Repo Market Microstructure in Unusual Monetary Policy Conditions 0 0 1 57 1 3 20 305
Repo market effects of the Term Securities Lending Facility 0 0 0 98 3 6 18 368
Stripping STRIPs Trading Activity 0 1 1 1 2 4 4 4
The 2022 Spike in Corporate Security Settlement Fails 0 0 0 13 3 3 28 58
The Bond Market Selloff in Historical Perspective 0 1 1 15 54 72 110 144
The COVID-19 Pandemic and the Fed’s Response 0 0 3 545 1 4 24 952
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 1 74 10 23 48 455
The Evolution of Workups in the U.S. Treasury Securities Market 1 2 2 24 2 7 16 63
The Failure Resolution of Lehman Brothers 1 1 2 9 2 2 18 61
The Federal Reserve’s Market Functioning Purchases 0 0 0 16 4 5 44 60
The Fed’s Treasury Purchase Prices During the Pandemic 0 0 0 2 1 1 8 19
The Impact of Trade Reporting on the Interest Rate Derivatives Market 0 0 0 2 1 1 15 24
The Indirect Costs of Lehman’s Bankruptcy 0 0 0 7 2 4 13 37
The Microstructure of China's Government Bond Market 0 0 1 105 7 7 27 188
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 54 1 6 23 465
The Netting Efficiencies of Marketwide Central Clearing 0 0 1 33 34 36 50 122
The Recent Bond Market Selloff in Historical Perspective 0 0 0 12 1 1 9 61
The SOMA Portfolio through Time 0 0 1 12 2 5 15 97
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 0 0 1 141 7 10 38 615
The microstructure of the TIPS market 0 0 0 29 3 5 23 172
The term structure of announcement effects 1 1 1 346 7 9 23 1,483
The term structure of announcement effects 0 0 1 61 4 5 21 372
Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market 0 0 0 24 5 8 32 107
Trading activity in the Indian government bond market 0 0 3 15 1 2 21 92
Transparency and Sources of Information on the Federal Reserve’s Operations, Income, and Balance Sheet 0 0 0 0 1 1 11 19
Treasury Market Liquidity Since April 2025 0 0 15 15 4 30 55 55
Treasury Market Liquidity and the Federal Reserve during the COVID-19 Pandemic 0 0 2 198 1 4 23 502
Treasury Market Liquidity during the COVID-19 Crisis 0 0 4 372 1 3 55 865
Treasury Market When-Issued Trading Activity 1 3 8 121 11 22 128 736
Treasury Trading at the Close 2 2 2 2 27 28 28 28
U.S. Treasury Market Action on Election Night 2016 0 0 0 16 7 11 17 49
U.S. Treasury Market Functioning from the GFC to the Pandemic 0 0 1 11 0 0 17 29
US Treasury Market Functioning from the GFC to the Pandemic 0 0 0 0 0 1 1 1
Unlocking the Treasury Market through TRACE 0 0 0 18 3 3 13 73
Unlocking the Treasury Market through TRACE 0 0 0 8 2 2 15 54
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 0 0 11 28
What if? A Counterfactual SOMA Portfolio 0 0 0 2 1 1 5 18
What moves the bond market? 0 0 0 1,051 4 4 21 2,758
What's Driving Dealer Balance Sheet Stagnation? 0 0 0 19 1 1 8 47
What’s behind the March Spike in Treasury Fails? 0 0 1 4 2 3 12 35
Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? 0 0 0 37 3 3 15 89
Total Working Papers 8 19 109 7,080 558 928 2,781 27,885

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* 0 0 0 7 3 3 8 57
All-to-All Trading in the U.S. Treasury Market 0 0 1 2 1 1 21 31
Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings 0 0 0 0 4 6 28 329
Are larger Treasury issues more liquid? Evidence from bill reopenings 0 0 0 1 1 1 13 207
Dealer behavior in the specials market for US Treasury securities 1 1 4 231 4 9 23 618
Dealer financial conditions and lender-of-last-resort facilities 0 1 1 33 1 2 22 197
Explaining settlement fails 0 0 1 103 3 5 16 334
Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009 0 0 0 22 1 2 13 139
How Workers Use 401(K) Plans: The Participation, Contribution, and Withdrawal Decisions 0 0 0 5 2 4 17 81
How do Treasury dealers manage their positions? 0 0 0 4 9 14 45 63
Income effects of Federal Reserve liquidity facilities 0 2 2 61 4 8 24 224
Intraday market making with overnight inventory costs 0 0 1 9 0 1 34 84
Liquidity and volatility in the U.S. Treasury market 0 0 1 35 1 2 16 133
Market Liquidity After the Financial Crisis 1 1 2 15 6 6 18 106
Measuring treasury market liquidity 0 0 2 494 1 6 34 1,623
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information 0 0 5 241 32 45 71 706
Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market 0 0 0 6 3 4 15 50
Repo Market Effects of the Term Securities Lending Facility 0 0 0 68 1 2 17 261
Repurchase agreements with negative interest rates 0 0 0 234 4 4 12 784
The Federal Reserve's foreign exchange swap lines 0 0 0 79 2 5 34 316
The Federal Reserve’s Market Functioning Purchases 0 0 0 3 3 5 24 54
The Term Securities Lending Facility: origin, design, and effects 0 0 0 89 2 3 14 381
The benchmark U.S. Treasury market: recent performance and possible alternatives 0 0 1 183 1 2 20 876
The failure resolution of Lehman Brothers 0 0 0 44 2 4 47 222
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 0 0 2 10 1 2 31 94
The microstructure of the TIPS market 0 0 1 19 4 5 16 130
The round-the-clock market for U.S. Treasury securities 0 0 0 139 4 5 17 716
Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market 0 0 4 8 4 5 31 43
Trading activity and price transparency in the inflation swap market 0 0 0 20 3 5 26 114
US Treasury Market Functioning from the Global Financial Crisis to the Pandemic 0 0 0 0 0 3 4 4
What financing data reveal about dealer leverage 0 0 0 115 5 5 18 366
What moves the bond market? 0 0 0 323 4 7 19 1,071
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 1 205 2 3 20 897
Who buys Treasury securities at auction? 0 0 0 90 10 17 30 395
Total Journal Articles 2 5 29 2,898 128 201 798 11,706

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Liquidity in U.S. Treasury Spot and Futures Markets 1 1 1 64 2 4 16 299
Total Chapters 1 1 1 64 2 4 16 299

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Statistics updated 2026-11-12