Treasury

Field
Subfield
Domain
OpenAlex	C2780889827

Smeal faculty

• Giang Nguyen - score 6.8
• Jingzhi Huang - score 3.7
• Joel M. Vanden - score 1.3

Papers

• How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012) - cites 1073
• How Much of Corporate-Treasury Yield Spread Is Due to Credit Risk?: A New Calibration Approach (2003) - cites 304
• The Inflation Risk Premium: <i>Evidence from the TIPS Market</i> (2013) - cites 97
• The microstructure of a U.S. Treasury ECN: The BrokerTec platform (2017) - cites 87
• Inflation Risk Premium: Evidence from the TIPS Market (2012) - cites 52
• Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models (2012) - cites 47
• Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings (2014) - cites 38
• The informational content of the embedded deflation option in TIPS (2015) - cites 36
• Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market (2018) - cites 20
• Order Flow Segmentation and the Role of Dark Trading in the Price Discovery of U.S. Treasury Securities (2013) - cites 15
• Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market (2023) - cites 10
• Tick Size Change and Market Quality in the U.S. Treasury Market (2019) - cites 5
• Liquidity, volatility, and flights to safety in the U.S. treasury market: evidence from a new class of dynamic order book models (2012) - cites 3
• Liquidity and volatility in the U.S. treasury market (2018) - cites 2
• Tick size change and market quality in the U.S. treasury market (2019) - cites 1
• The Informational Content of the Embedded Deflation Option in TIPS (2012) - cites 0