SSRNTrading, Microstructure & Execution
Treasury Market Depth Measurement
The study indicates that the market depth of U.S. Treasury securities, a key liquidity measure, remains largely consistent despite different measurement decisions in depth calculations.
Featured in No. 37 on 14 Feb 2024 · 2 days after release
- Released
- 12 Feb 2024
- First featured
- No. 37 · 14 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4723205
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