“Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market” by Michael J. Fleming and Giang Nguyen
“A Market-Based Funding Liquidity Measure” by Zhuo Chen and Andrea Y Lu
“Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market” by Michael J. Fleming and Giang Nguyen
“A Market-Based Funding Liquidity Measure” by Zhuo Chen and Andrea Y Lu