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 1 3 58 1 7 32 155
Advent of Trade Reporting for U.S. Treasury Securities 0 0 1 6 0 0 10 30
All-to-All Trading in the U.S. Treasury Market 0 0 0 15 0 4 21 59
An analysis of CDS transactions: implications for public reporting 0 0 1 20 1 1 10 109
An analysis of OTC interest rate derivatives transactions: implications for public reporting 0 0 0 24 0 2 4 115
Anomalous bidding in short-term Treasury bill auctions 0 0 1 79 1 1 8 511
Are larger Treasury issues more liquid? Evidence from bill reopenings 0 0 0 158 1 2 14 879
Assessing the Price Impact of Treasury Market Workups 0 0 1 12 0 0 7 32
At the N.Y. Fed: Workshop on the Risks of Wholesale Funding 0 0 0 7 0 3 12 29
Breaking Down TRACE Volumes Further 0 0 0 4 0 1 8 28
Breaking Down TRACE Volumes Further 0 0 0 8 0 0 10 28
Changes in the Returns to Market Making 0 0 0 17 0 1 9 48
Characterizing the Rising Settlement Fails in Seasoned Treasury Securities 0 0 0 5 0 0 4 23
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 0 2 19 43
Creditor Recovery in Lehman’s Bankruptcy 0 0 1 66 1 10 67 402
Customer and Employee Losses in Lehman’s Bankruptcy 0 0 1 4 0 0 9 28
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 33 0 0 5 110
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 0 17 0 1 15 83
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 4 18 53 77
Dealer Participation in the TSLF Options Program 0 0 0 7 0 0 11 32
Dealer Trading and Positioning in Floating Rate Notes 0 0 0 15 0 0 9 31
Dealer capacity and US Treasury market functionality 0 0 0 5 4 10 44 63
Dealer financial conditions and lender-of-last resort facilities 0 0 0 56 0 1 15 227
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 0 0 11 46
ECB Monetary Operations and the Interbank Repo Market 0 0 1 34 0 1 19 146
ECB monetary operations and the interbank repo market 0 0 0 3 0 0 10 120
End‑of‑Month Activity Across the Treasury Market 0 1 4 4 0 1 12 12
End‑of‑Month Liquidity in the Treasury Market 0 1 1 7 0 3 11 19
Failure Is No Longer a (Free) Option for Agency Debt and Mortgage-Backed Securities 0 0 0 5 0 0 12 27
Federal Reserve liquidity provision during the financial crisis of 2007-2009 0 0 0 60 0 1 8 135
Financial market implications of the federal debt paydown 0 0 0 89 0 0 14 557
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 0 1 12 65
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 0 8 25 59
Has MBS Market Liquidity Deteriorated? 0 0 0 18 0 0 8 29
Has Treasury Market Liquidity Improved in 2024? 0 0 0 8 1 3 9 18
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 0 29 0 0 9 83
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 0 0 149 0 2 15 930
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 0 0 145 0 3 11 806
How Does Tick Size Affect Treasury Market Quality? 0 0 0 13 0 0 3 38
How Does the Liquidity of New Treasury Securities Evolve? 0 0 0 14 1 1 6 54
How Has Treasury Market Liquidity Evolved in 2023? 0 0 0 4 0 1 6 18
How Has Treasury Market Liquidity Fared in 2025? 0 1 11 11 0 6 65 65
How Liquid Has the Treasury Market Been in 2022? 0 0 0 17 0 5 19 46
How Liquid Is the Inflation Swap Market? 0 0 0 32 0 1 14 87
How Liquid Is the New 20-Year Treasury Bond? 0 0 0 20 1 4 39 124
How Might Increased Transparency Affect the CDS Market? 0 0 0 2 1 2 8 19
How Much Value Was Destroyed by the Lehman Bankruptcy? 0 0 0 7 0 2 17 54
How do treasury dealers manage their positions? 0 1 1 200 0 3 26 1,475
How workers use 401(k) plans: the participation, contribution, and withdrawal decisions 0 0 0 276 0 1 15 1,452
Information on Dealer Activity in Specific Treasury Issues Now Available 0 0 0 2 0 0 8 17
Intraday Price Pressure and Order Flow Around U.S. Treasury Auctions 0 0 10 10 2 3 16 16
Intraday market making with overnight inventory costs 0 0 0 30 1 2 14 147
Introduction to a Series on Market Liquidity 0 0 0 4 0 0 5 19
Introduction to a Series on Market Liquidity: Part 2 0 0 0 2 0 0 5 16
Is Treasury Market Liquidity Becoming More Concentrated 0 0 0 14 0 0 5 26
Lehman's Bankruptcy Expenses 0 0 0 7 1 1 11 48
Liquidity Fades as Treasuries Age 1 1 1 1 8 8 8 8
Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market 0 0 5 5 5 6 24 24
Liquidity and volatility in the U.S. treasury market 0 0 0 128 0 3 17 373
Market Liquidity after the Financial Crisis 0 0 1 17 0 0 10 43
Market Liquidity after the Financial Crisis 0 0 0 50 1 3 19 116
Market liquidity after the financial crisis 0 0 2 164 0 0 27 317
Measuring Settlement Fails 0 0 1 10 1 2 13 47
Measuring Treasury Market Depth 0 0 0 16 0 4 11 25
Measuring treasury market liquidity 0 0 1 566 0 4 25 1,647
New evidence on the effectiveness of the proxy mechanism 0 0 0 77 0 1 18 706
Options of Last Resort 0 0 0 0 0 1 10 25
Preserving firm value through exit: the case of voluntary liquidations 0 0 0 75 0 0 10 387
Price Impact of Trades and Orders in the U.S. Treasury Securities Market 0 0 1 31 1 1 12 68
Price and size discovery in financial markets: evidence from the U.S. Treasury securities market 0 0 1 47 0 2 17 159
Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements 0 0 0 191 1 2 21 841
Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements 0 0 0 131 0 1 14 617
Primary Dealer Participation in the Secondary U.S. Treasury Market 0 0 1 20 0 2 21 64
Primary Dealers’ Waning Role in Treasury Auctions 0 0 0 14 0 0 12 40
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 0 1 15 71
Repo Market Microstructure in Unusual Monetary Policy Conditions 1 1 1 57 2 7 18 302
Repo market effects of the Term Securities Lending Facility 0 0 0 98 1 3 12 362
The 2022 Spike in Corporate Security Settlement Fails 0 0 1 13 0 0 34 55
The Bond Market Selloff in Historical Perspective 0 0 0 14 1 17 39 72
The COVID-19 Pandemic and the Fed’s Response 0 0 5 545 0 1 23 948
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 2 74 0 4 28 432
The Evolution of Workups in the U.S. Treasury Securities Market 0 0 0 22 0 0 10 56
The Failure Resolution of Lehman Brothers 0 1 1 8 0 3 19 59
The Federal Reserve’s Market Functioning Purchases 0 0 1 16 0 2 41 55
The Fed’s Treasury Purchase Prices During the Pandemic 0 0 1 2 0 1 12 18
The Impact of Trade Reporting on the Interest Rate Derivatives Market 0 0 0 2 0 2 14 23
The Indirect Costs of Lehman’s Bankruptcy 0 0 0 7 0 0 11 33
The Microstructure of China's Government Bond Market 0 0 1 105 0 5 20 181
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform 0 0 0 54 0 2 17 459
The Netting Efficiencies of Marketwide Central Clearing 0 1 2 33 1 4 16 86
The Recent Bond Market Selloff in Historical Perspective 0 0 0 12 0 0 8 60
The SOMA Portfolio through Time 0 0 2 12 0 1 12 92
The microstructure of a U.S. Treasury ECN: the BrokerTec platform 0 0 2 141 1 2 30 605
The microstructure of the TIPS market 0 0 0 29 0 0 18 167
The term structure of announcement effects 0 0 1 61 0 0 19 367
The term structure of announcement effects 0 0 0 345 0 1 15 1,474
Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market 0 0 0 24 0 1 24 99
Trading activity in the Indian government bond market 0 0 3 15 0 1 23 90
Transparency and Sources of Information on the Federal Reserve’s Operations, Income, and Balance Sheet 0 0 0 0 0 0 10 18
Treasury Market Liquidity Since April 2025 0 0 15 15 1 5 25 25
Treasury Market Liquidity and the Federal Reserve during the COVID-19 Pandemic 0 1 3 198 1 5 29 498
Treasury Market Liquidity during the COVID-19 Crisis 0 1 4 372 2 21 55 862
Treasury Market When-Issued Trading Activity 0 1 7 118 9 38 134 714
U.S. Treasury Market Action on Election Night 2016 0 0 0 16 0 0 9 38
U.S. Treasury Market Functioning from the GFC to the Pandemic 0 0 1 11 1 2 20 29
US Treasury Market Functioning from the GFC to the Pandemic 0 0 0 0 0 0 0 0
Unlocking the Treasury Market through TRACE 0 0 0 18 0 2 10 70
Unlocking the Treasury Market through TRACE 0 0 0 8 0 3 13 52
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 0 0 4 17
What moves the bond market? 0 0 0 1,051 0 3 18 2,754
What's Driving Dealer Balance Sheet Stagnation? 0 0 0 19 0 0 7 46
What’s behind the March Spike in Treasury Fails? 0 0 1 4 0 2 12 32
Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? 0 0 0 37 0 0 12 86
Total Working Papers 2 12 107 7,061 58 298 2,043 26,957

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 0 5 54
All-to-All Trading in the U.S. Treasury Market 1 1 2 2 1 6 24 30
Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings 0 0 0 0 0 0 23 323
Are larger Treasury issues more liquid? Evidence from bill reopenings 0 0 0 1 0 1 12 206
Dealer behavior in the specials market for US Treasury securities 0 1 3 230 0 2 17 609
Dealer financial conditions and lender-of-last-resort facilities 0 0 0 32 2 6 23 195
Explaining settlement fails 0 0 1 103 1 4 14 329
Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009 0 0 0 22 0 3 11 137
How Workers Use 401(K) Plans: The Participation, Contribution, and Withdrawal Decisions 0 0 0 5 0 0 16 77
How do Treasury dealers manage their positions? 0 0 0 4 1 2 32 49
Income effects of Federal Reserve liquidity facilities 0 0 0 59 2 3 16 216
Intraday market making with overnight inventory costs 0 0 1 9 1 5 37 83
Liquidity and volatility in the U.S. Treasury market 0 0 2 35 0 2 16 131
Market Liquidity After the Financial Crisis 0 0 2 14 0 1 14 100
Measuring treasury market liquidity 0 0 2 494 1 5 31 1,617
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information 0 2 5 241 3 6 32 661
Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market 0 0 0 6 0 0 12 46
Repo Market Effects of the Term Securities Lending Facility 0 0 0 68 1 3 16 259
Repurchase agreements with negative interest rates 0 0 0 234 0 2 8 780
The Federal Reserve's foreign exchange swap lines 0 0 0 79 0 10 29 311
The Federal Reserve’s Market Functioning Purchases 0 0 0 3 2 3 22 49
The Term Securities Lending Facility: origin, design, and effects 0 0 0 89 0 2 13 378
The benchmark U.S. Treasury market: recent performance and possible alternatives 0 0 1 183 0 1 21 874
The failure resolution of Lehman Brothers 0 0 0 44 0 6 51 218
The microstructure of a U.S. Treasury ECN: The BrokerTec platform 0 1 3 10 0 1 34 92
The microstructure of the TIPS market 0 0 1 19 0 1 12 125
The round-the-clock market for U.S. Treasury securities 0 0 0 139 1 3 12 711
Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market 0 1 5 8 0 3 27 38
Trading activity and price transparency in the inflation swap market 0 0 0 20 0 2 22 109
US Treasury Market Functioning from the Global Financial Crisis to the Pandemic 0 0 0 0 0 0 1 1
What financing data reveal about dealer leverage 0 0 0 115 0 1 13 361
What moves the bond market? 0 0 0 323 0 1 15 1,064
When the back office moved to the front burner: settlement fails in the treasury market after 9/11 0 0 1 205 0 3 19 894
Who buys Treasury securities at auction? 0 0 0 90 0 0 15 378
Total Journal Articles 1 6 29 2,893 16 88 665 11,505

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 0 63 0 0 15 295
Total Chapters 0 0 0 63 0 0 15 295

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07