SMEAL WIKI

The microstructure of a U.S. Treasury ECN: The BrokerTec platform

Michael J. Fleming, Bruce Mizrach, Giang Nguyen
Year2017
VenueJournal of Financial Markets
Typearticle
Citations87
DOI10.1016/j.finmar.2017.05.004
OpenAlexW3124169602

Topics

Financial Markets and Investment StrategiesTreasuryPrice discoveryLimit (mathematics)ExploitEconomics