Treasury

Field
Subfield
Domain
OpenAlex	C2780889827

Smeal faculty

• Giang Nguyen - score 6.7
• Jingzhi Huang - score 3.7
• Anh Le - score 1.6
• Joel M. Vanden - score 1.3

Papers

• How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012) - cites 1000
• How Much of Corporate-Treasury Yield Spread Is Due to Credit Risk?: A New Calibration Approach (2003) - cites 264
• The Inflation Risk Premium: Evidence from the TIPS Market (2013) - cites 96
• The microstructure of a U.S. Treasury ECN: The BrokerTec platform (2017) - cites 81
• Inflation Risk Premium: Evidence from the TIPS Market (2012) - cites 55
• The Microstructure of a U.S. Treasury ECN: The BrokerTec Platform (2009) - cites 54
• Liquidity and Volatility in the U.S. Treasury Market (2013) - cites 44
• Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings (2008) - cites 42
• The informational content of the embedded deflation option in TIPS (2015) - cites 34
• Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market (2018) - cites 18
• Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market (2013) - cites 13
• Risk and Return Trade-Off in the U.S. Treasury Market (2014) - cites 12
• 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 6
• Liquidity, volatility, and flights to safety in the U.S. treasury market: evidence from a new class of dynamic order book models (2012) - cites 6
• Liquidity and volatility in the U.S. Treasury market (0) - cites 2
• Risk and Return Trade-o in the U.S. Treasury Market (2014) - cites 1
• The Informational Content of the Embedded Deflation Option in TIPS (2012) - cites 0