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The Transition to Electronic Trading in the Secondary Treasury Market

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Author Info
Bruce Mizrach () (Rutgers University)
Chris Neely () (Federal Reserve Bank of. St. Louis)

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Abstract

This article reviews the history of the recent shift to electronic trading in equity, foreign ex- change and fixed-income markets. We analyze a new data set: the eSpeed (Cantor Fitzgerald) electronic Treasury network. We contrast the market microstructure of eSpeed with the tradi- tional voice assisted networks that report through GovPX. The electronic market (eSpeed) has greater volume, smaller spreads and a lower estimated impact of a trade than the voice market (GovPX).

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Publisher Info
Paper provided by Rutgers University, Department of Economics in its series Departmental Working Papers with number 200603.

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Length: 20 pages
Date of creation: 30 Jan 2006
Date of revision:
Handle: RePEc:rut:rutres:200603

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Related research
Keywords: spread; market impact; Treasury bond; microstructure; ECN;

Find related papers by JEL classification:
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
D4 - Microeconomics - - Market Structure and Pricing

Cited by:
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  1. Alain Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Mico Loretan, 2007. "Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets," International Finance Discussion Papers 905, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Statistics
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This page was last updated on 2009-10-18.


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