Fleming, Michael J.; Remolona, Eli M. <br/><br/>
Price formation and liquidity in the US treasury market: evidence from intraday patterns around announcements 

 -  FRB New York  1997 
 - 35  See FRBNY 332.11 JOH(Includes Acc. Nos. 34282,34283,34284 & 34285) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Treasury Market