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Michael Fleming
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Price formation and liquidity in the US Treasury market: The response to public information
MJ Fleming, EM Remolona
The journal of Finance 54 (5), 1901-1915, 1999
11231999
Measuring treasury market liquidity
MJ Fleming
FRB of New York Staff Report, 2001
7672001
What moves the bond market?
MJ Fleming, EM Remolona
Economic policy review 3 (4), 1997
5671997
How workers use 401 (k) plans: The participation, contribution, and withdrawal decisions
WF Bassett, MJ Fleming, AP Rodrigues
National Tax Journal 51 (2), 263-289, 1998
2951998
The round-the-clock market for US Treasury securities
MJ Fleming
Economic Policy Review 3 (2), 1997
2401997
Market liquidity after the financial crisis
T Adrian, M Fleming, O Shachar, E Vogt
Annual Review of Financial Economics 9 (1), 43-83, 2017
2052017
The microstructure of a US Treasury ECN: The BrokerTec platform
MJ Fleming, B Mizrach, G Nguyen
Journal of Financial Markets 40, 2-22, 2018
1872018
The term structure of announcement effects
MJ Fleming, EM Remolona
BIS Working Paper, 2001
1652001
Repo market effects of the term securities lending facility
MJ Fleming, WB Hrung, FM Keane
American Economic Review 100 (2), 591-596, 2010
1522010
Are larger treasury issues more liquid? Evidence from bill reopenings
MJ Fleming
Journal of Money, Credit and Banking, 707-735, 2002
1472002
Monetary policy tick-by-tick
MJ Fleming, M Piazzesi
Unpublished paper, August 3, 9, 2005
1392005
The Federal Reserve’s foreign exchange swap lines
MJ Fleming, N Klagge
Current Issues in Economics and Finance 16 (4), 2010
1312010
What moves bond prices?
MJ Fleming, EM Remolona
Journal of Portfolio Management 25 (4), 28, 1999
1251999
An analysis of CDS transactions: Implications for public reporting
K Chen, MJ Fleming, JP Jackson, A Li, A Sarkar
FRB of New York Staff Report, 2011
1242011
The failure resolution of Lehman Brothers
MJ Fleming, A Sarkar
Economic Policy Review, Forthcoming, 2014
1222014
Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009
MJ Fleming
Annual Review of Financial Economics 4 (1), 2012
1102012
The microstructure of the TIPS market
MJ Fleming, N Krishnan
Economic Policy Review, 2012
1012012
How do Treasury dealers manage their positions?
MJ Fleming, G Nguyen, JV Rosenberg
FRB of New York Staff Report, 2008
992008
The term securities lending facility: origin, design, and effects
MJ Fleming, FM Keane, WB Hrung
Current Issues in Economics and Finance 15 (2), 2009
982009
Explaining settlement fails
MJ Fleming, K Garbade
Current issues in economics and finance 11 (9), 2005
922005
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Articles 1–20