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metadata language: English

Transition to Electronic Communications Networks in the Secondary Treasury Market

Version
v1
Resource Type
Dataset : survey data
Creator
  • Mizrach, Bruce (Rutgers University)
  • Neely, Christopher J. (Federal Reserve Bank of St. Louis)
Other Title
  • Version 1 (Subtitle)
Publication Date
2006-11-29
Funding Reference
  • Federal Reserve Bank of St. Louis. Research Division
Language
English
Free Keywords
communications systems; electronic commerce; markets
Description
  • 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).
  • Table of Contents

    Datasets:

    • DS1: Dataset
Collection Mode
  • (1) The file submitted is the data file 0611cn2d.xls. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigators if further information is desired.

Availability
Download
This study is freely available to the general public via web download.
Alternative Identifiers
  • 1333 (Type: ICPSR Study Number)
Publications
  • Mizrach, Bruce, Neely, Christopher J.. Transition to electronic communications networks in the secondary treasury market. Federal Reserve Bank of St. Louis Review.88, (6), 527-541.2006.

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

Mizrach, Bruce; Neely, Christopher J. (2006): Transition to Electronic Communications Networks in the Secondary Treasury Market. Version 1. Version: v1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01333.v1