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Barclay et al., 2006 - Google Patents

Automation versus intermediation: Evidence from Treasuries going off the run

Barclay et al., 2006

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Document ID
1044037032712677353
Author
Barclay M
Hendershott T
Kotz K
Publication year
Publication venue
The Journal of Finance

External Links

Snippet

This paper examines the choice of trading venue by dealers in US Treasury securities to determine when services provided by human intermediaries are difficult to replicate in fully automated trading systems. When Treasury securities go “off the run” their trading volume …
Continue reading at faculty.haas.berkeley.edu (PDF) (other versions)

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