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 57 4 10 32 152
Advent of Trade Reporting for U.S. Treasury Securities 0 0 1 6 0 3 10 30
All-to-All Trading in the U.S. Treasury Market 0 0 0 15 3 5 22 58
An analysis of CDS transactions: implications for public reporting 0 1 1 20 0 1 10 108
An analysis of OTC interest rate derivatives transactions: implications for public reporting 0 0 0 24 2 2 6 115
Anomalous bidding in short-term Treasury bill auctions 0 1 2 79 0 3 8 510
Are larger Treasury issues more liquid? Evidence from bill reopenings 0 0 0 158 0 3 12 877
Assessing the Price Impact of Treasury Market Workups 0 0 1 12 0 1 7 32
At the N.Y. Fed: Workshop on the Risks of Wholesale Funding 0 0 0 7 3 5 12 29
Breaking Down TRACE Volumes Further 0 0 0 4 1 3 8 28
Breaking Down TRACE Volumes Further 0 0 0 8 0 3 10 28
Changes in the Returns to Market Making 0 0 0 17 1 3 10 48
Characterizing the Rising Settlement Fails in Seasoned Treasury Securities 0 0 0 5 0 2 4 23
Continuing the Conversation on Liquidity 0 0 0 2 0 5 9 25
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 2 2 24 2 6 20 43
Creditor Recovery in Lehman’s Bankruptcy 0 0 1 66 1 25 60 393
Customer and Employee Losses in Lehman’s Bankruptcy 0 0 2 4 0 5 10 28
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 33 0 1 5 110
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 0 17 0 6 14 82
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 9 25 44 68
Dealer Participation in the TSLF Options Program 0 0 0 7 0 4 11 32
Dealer Trading and Positioning in Floating Rate Notes 0 0 0 15 0 5 10 31
Dealer capacity and US Treasury market functionality 0 0 0 5 5 19 42 58
Dealer financial conditions and lender-of-last resort facilities 0 0 0 56 1 5 15 227
Dealers’ Positions and the Auction Cycle 0 0 0 8 0 5 9 30
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 9 25 45
Do You Know How Your Treasury Trades Are Cleared and Settled? 0 0 0 10 0 5 13 46
ECB Monetary Operations and the Interbank Repo Market 0 0 1 34 0 9 22 145
ECB monetary operations and the interbank repo market 0 0 0 3 0 4 12 120
End‑of‑Month Activity Across the Treasury Market 0 0 3 3 0 3 11 11
End‑of‑Month Liquidity in the Treasury Market 1 1 1 7 2 2 10 18
Failure Is No Longer a (Free) Option for Agency Debt and Mortgage-Backed Securities 0 0 0 5 0 5 12 27
Federal Reserve liquidity provision during the financial crisis of 2007-2009 0 0 1 60 0 0 9 134
Financial market implications of the federal debt paydown 0 0 0 89 0 5 14 557
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 1 8 12 65
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 8 15 25 59
Has MBS Market Liquidity Deteriorated? 0 0 1 18 0 4 9 29
Has Treasury Market Liquidity Improved in 2024? 0 0 0 8 1 1 7 16
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 0 29 0 2 9 83
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 0 0 145 1 4 9 804
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 0 0 149 1 4 14 929
How Does Tick Size Affect Treasury Market Quality? 0 0 0 13 0 2 4 38
How Does the Liquidity of New Treasury Securities Evolve? 0 0 0 14 0 2 5 53
How Has Treasury Market Liquidity Evolved in 2023? 0 0 0 4 0 1 5 17
How Has Treasury Market Liquidity Fared in 2025? 1 2 11 11 4 21 63 63
How Liquid Has the Treasury Market Been in 2022? 0 0 0 17 3 5 17 44
How Liquid Is the Inflation Swap Market? 0 0 2 32 0 3 16 86
How Liquid Is the New 20-Year Treasury Bond? 0 0 0 20 3 12 39 123
How Might Increased Transparency Affect the CDS Market? 0 0 0 2 1 1 7 18
How Much Value Was Destroyed by the Lehman Bankruptcy? 0 0 0 7 1 6 16 53
How do treasury dealers manage their positions? 0 0 0 199 2 8 28 1,474
How workers use 401(k) plans: the participation, contribution, and withdrawal decisions 0 0 0 276 1 6 15 1,452
Information on Dealer Activity in Specific Treasury Issues Now Available 0 0 0 2 0 2 8 17
Intraday Price Pressure and Order Flow Around U.S. Treasury Auctions 0 10 10 10 1 14 14 14
Intraday market making with overnight inventory costs 0 0 0 30 0 3 13 145
Introduction to a Series on Market Liquidity 0 0 0 4 0 2 7 19
Introduction to a Series on Market Liquidity: Part 2 0 0 0 2 0 1 5 16
Is Treasury Market Liquidity Becoming More Concentrated 0 0 0 14 0 1 7 26
Lehman's Bankruptcy Expenses 0 0 0 7 0 3 10 47
Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market 0 0 5 5 1 3 19 19
Liquidity and volatility in the U.S. treasury market 0 0 4 128 2 7 20 372
Market Liquidity after the Financial Crisis 0 0 1 17 0 1 10 43
Market Liquidity after the Financial Crisis 0 0 0 50 2 5 18 115
Market liquidity after the financial crisis 0 0 3 164 0 5 32 317
Measuring Settlement Fails 0 0 1 10 1 5 12 46
Measuring Treasury Market Depth 0 0 0 16 3 7 10 24
Measuring treasury market liquidity 0 0 1 566 1 6 22 1,644
New evidence on the effectiveness of the proxy mechanism 0 0 0 77 0 8 17 705
Options of Last Resort 0 0 0 0 0 3 9 24
Preserving firm value through exit: the case of voluntary liquidations 0 0 0 75 0 3 10 387
Price Impact of Trades and Orders in the U.S. Treasury Securities Market 0 0 1 31 0 1 12 67
Price and size discovery in financial markets: evidence from the U.S. Treasury securities market 0 0 1 47 2 4 17 159
Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements 0 0 2 191 1 5 22 840
Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements 0 0 0 131 0 2 14 616
Primary Dealer Participation in the Secondary U.S. Treasury Market 0 0 1 20 1 11 20 63
Primary Dealers’ Waning Role in Treasury Auctions 0 0 0 14 0 1 12 40
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 0 4 14 70
Repo Market Microstructure in Unusual Monetary Policy Conditions 0 0 1 56 2 7 16 297
Repo market effects of the Term Securities Lending Facility 0 0 0 98 2 2 11 361
The 2022 Spike in Corporate Security Settlement Fails 0 0 1 13 0 2 34 55
The Bond Market Selloff in Historical Perspective 0 0 1 14 10 21 34 65
The COVID-19 Pandemic and the Fed’s Response 0 2 6 545 0 8 23 947
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 2 74 3 6 31 431
The Evolution of Workups in the U.S. Treasury Securities Market 0 0 0 22 0 3 11 56
The Failure Resolution of Lehman Brothers 1 1 1 8 3 4 24 59
The Federal Reserve’s Market Functioning Purchases 0 0 1 16 0 6 39 53
The Fed’s Treasury Purchase Prices During the Pandemic 0 0 2 2 1 1 18 18
The Impact of Trade Reporting on the Interest Rate Derivatives Market 0 0 0 2 0 6 12 21
The Indirect Costs of Lehman’s Bankruptcy 0 0 0 7 0 2 11 33
The Microstructure of China's Government Bond Market 0 1 1 105 5 8 22 181
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 54 1 6 17 458
The Netting Efficiencies of Marketwide Central Clearing 1 1 3 33 2 5 16 84
The Recent Bond Market Selloff in Historical Perspective 0 0 0 12 0 4 8 60
The SOMA Portfolio through Time 0 0 2 12 1 2 12 92
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 0 0 2 141 1 8 30 604
The microstructure of the TIPS market 0 0 0 29 0 9 18 167
The term structure of announcement effects 0 0 1 61 0 3 19 367
The term structure of announcement effects 0 0 0 345 0 2 15 1,473
Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market 0 0 0 24 0 4 23 98
Trading activity in the Indian government bond market 0 0 3 15 1 8 23 90
Transparency and Sources of Information on the Federal Reserve’s Operations, Income, and Balance Sheet 0 0 0 0 0 5 10 18
Treasury Market Liquidity Since April 2025 0 15 15 15 3 23 23 23
Treasury Market Liquidity and the Federal Reserve during the COVID-19 Pandemic 1 1 3 198 4 10 28 497
Treasury Market Liquidity during the COVID-19 Crisis 0 2 4 371 3 17 38 844
Treasury Market When-Issued Trading Activity 0 1 8 117 19 54 141 695
U.S. Treasury Market Action on Election Night 2016 0 0 0 16 0 1 10 38
U.S. Treasury Market Functioning from the GFC to the Pandemic 0 0 1 11 0 2 19 27
Unlocking the Treasury Market through TRACE 0 0 0 8 2 6 15 51
Unlocking the Treasury Market through TRACE 0 0 0 18 2 6 11 70
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 0 4 11 28
What if? A Counterfactual SOMA Portfolio 0 0 0 2 0 1 4 17
What moves the bond market? 0 0 0 1,051 2 5 17 2,753
What's Driving Dealer Balance Sheet Stagnation? 0 0 0 19 0 1 7 46
What’s behind the March Spike in Treasury Fails? 0 0 1 4 0 3 10 30
Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? 0 0 0 37 0 5 12 86
Total Working Papers 5 41 122 7,054 143 679 2,005 26,802

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 0 1 5 54
All-to-All Trading in the U.S. Treasury Market 0 0 1 1 2 7 22 26
Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings 0 0 0 0 0 2 23 323
Are larger Treasury issues more liquid? Evidence from bill reopenings 0 0 0 1 0 3 11 205
Dealer behavior in the specials market for US Treasury securities 0 0 4 229 1 5 18 608
Dealer financial conditions and lender-of-last-resort facilities 0 0 1 32 1 1 21 190
Explaining settlement fails 0 1 1 103 1 4 11 326
Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009 0 0 1 22 2 3 11 136
How Workers Use 401(K) Plans: The Participation, Contribution, and Withdrawal Decisions 0 0 1 5 0 1 18 77
How do Treasury dealers manage their positions? 0 0 0 4 1 8 33 48
Income effects of Federal Reserve liquidity facilities 0 0 0 59 0 6 13 213
Intraday market making with overnight inventory costs 0 0 3 9 2 11 36 80
Liquidity and volatility in the U.S. Treasury market 0 0 4 35 0 4 18 129
Market Liquidity After the Financial Crisis 0 0 2 14 1 2 14 100
Measuring treasury market liquidity 0 0 3 494 4 8 33 1,616
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information 1 2 4 240 2 10 31 657
Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market 0 0 0 6 0 6 12 46
Repo Market Effects of the Term Securities Lending Facility 0 0 0 68 1 2 15 257
Repurchase agreements with negative interest rates 0 0 0 234 1 2 8 779
The Federal Reserve's foreign exchange swap lines 0 0 0 79 9 24 28 310
The Federal Reserve’s Market Functioning Purchases 0 0 0 3 1 3 20 47
The Term Securities Lending Facility: origin, design, and effects 0 0 0 89 0 3 12 376
The benchmark U.S. Treasury market: recent performance and possible alternatives 0 1 1 183 1 8 24 874
The failure resolution of Lehman Brothers 0 0 1 44 2 12 53 214
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 1 2 3 10 1 7 34 92
The microstructure of the TIPS market 0 0 2 19 1 2 13 125
The round-the-clock market for U.S. Treasury securities 0 0 1 139 1 4 12 709
Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market 0 0 4 7 1 9 25 36
Trading activity and price transparency in the inflation swap market 0 0 0 20 2 5 23 109
US Treasury Market Functioning from the Global Financial Crisis to the Pandemic 0 0 0 0 0 1 1 1
What financing data reveal about dealer leverage 0 0 0 115 0 2 12 360
What moves the bond market? 0 0 0 323 0 4 14 1,063
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 1 1 205 3 10 19 894
Who buys Treasury securities at auction? 0 0 0 90 0 5 15 378
Total Journal Articles 2 7 38 2,889 41 185 658 11,458

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 0 0 1 63 0 2 16 295
Total Chapters 0 0 1 63 0 2 16 295

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Statistics updated 2026-06-04