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Transition to Electronic Communications Networks in the Secondary Treasury Market / Bruce Mizrach, Christopher J. Neely.
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View online- Format:
- Datafile
- Series:
- ICPSR (Series) ; 1333.
- ICPSR ; 1333
- Language:
- English
- Physical Description:
- 1 online resource.
- Place of Publication:
- Ann Arbor, Mich. : Inter-university Consortium for Political and Social Research [distributor], 2006.
- System Details:
- Mode of access: World Wide Web.
- data file
- Summary:
- This article reviews the history of the recent shift to electronic trading in equity, foreign exchange, and fixed-income markets. The authors analyze a new data set: the eSpeed electronic Treasury network. They contrast the market microstructure of the eSpeed trading platform with the traditional voice-assisted networks that report through GovPX. The electronic market (eSpeed) has greater volume, smaller spreads, and a lower estimated trade impact than the voice market (GovPX).
- Contents:
- Part 1: Transition to Electronic Communications Networks in the Secondary Treasury Market
- Notes:
- Title from ICPSR DDI metadata of 2009-04-22.
- OCLC:
- 436450881
- Access Restriction:
- Restricted for use by site license.
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