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Transition to Electronic Communications Networks in the Secondary Treasury Market [electronic resource]

Bruce Mizrach, Christopher J. Neely
Format
Computer Resource; Online
Published
Ann Arbor, Mich. Inter-university Consortium for Political and Social Research [distributor] 2006
Edition
2006-11-29
Series
ICPSR
ICPSR (Series)
Access Restriction
AVAILABLE. This study is freely available to the general public.
Abstract
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).Cf: http://doi.org/10.3886/ICPSR01333.v1
Contents
Dataset
Description
Mode of access: Intranet.
Notes
Title from ICPSR DDI metadata of 2016-02-11.
Series Statement
ICPSR 1333
ICPSR (Series) 1333
Other Forms
Also available as downloadable files.
Copyright Not EvaluatedCopyright Not Evaluated
Technical Details
  • Staff View

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