1. Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-. (2019). Demertzidis, Anastasios.
   In: MAGKS Papers on Economics.
   RePEc:mar:magkse:201932.

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2. The Federal Funds Market over the 2007-09 Crisis. (2019). Copeland, Adam.
   In: Staff Reports.
   RePEc:fip:fednsr:901.

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3. Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos. (2019). Dufour, Alfonso ; Marra, Miriam ; Sangiorgi, Ivan.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:107:y:2019:i:c:10.

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4. The Over‐the‐Counter Theory of the Fed Funds Market: A Primer. (2015). Lagos, Ricardo ; Afonso, Gara.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:47:y:2015:i:s2:p:127-154.

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5. Stock returns over the FOMC cycle. (2015). Vissing-Jorgensen, Annette ; Cieslak, Anna ; Morse, Adair.
   In: 2015 Meeting Papers.
   RePEc:red:sed015:1197.

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6. Trade Dynamics in the Market for Federal Funds. (2014). Lagos, Ricardo ; Afonso, Gara.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:20419.

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7. The Over-the-Counter Theory of the Fed Funds Market: A Primer. (2014). Lagos, Ricardo ; Afonso, Gara.
   In: Working Papers.
   RePEc:fip:fedmwp:711.

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8. Trade Dynamics in the Market for Federal Funds. (2014). Lagos, Ricardo ; Afonso, Gara.
   In: Working Papers.
   RePEc:fip:fedmwp:710.

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9. Implicit intraday interest rate in the UK unsecured overnight money market. (2014). Jurgilas, Marius ; Ike, Filip.
   In: Journal of Financial Intermediation.
   RePEc:eee:jfinin:v:23:y:2014:i:2:p:232-254.

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10. Explaining breakdowns in interbank lending: A bilateral bargaining model. (2014). Vollmer, Uwe ; Wiese, Harald.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:11:y:2014:i:3:p:247-253.

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11. Over-the-counter loans, adverse selection, and stigma in the interbank market. (2013). Weinberg, John ; Ennis, Huberto.
    In: Review of Economic Dynamics.
    RePEc:red:issued:10-115.

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12. Identifying term interbank loans from Fedwire payments data. (2013). Vickery, James ; Skeie, David ; Youle, Thomas ; Kuo, Dennis .
    In: Staff Reports.
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13. Central bank reserves and interbank market liquidity in the euro area. (2013). Durré, Alain ; Beaupain, Renaud ; Durre, Alain.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:22:y:2013:i:2:p:259-284.

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14. Trade dynamics in the market for federal funds. (2012). Lagos, Ricardo ; Afonso, Gara.
    In: Staff Reports.
    RePEc:fip:fednsr:549.

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15. Nonlinear liquidity adjustments in the euro area overnight money market. (2012). Durré, Alain ; Beaupain, Renaud.
    In: Working Paper Series.
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16. Implicit intraday interest rate in the UK unsecured overnight money market. (2012). Jurgilas, Marius ; Zikes, Filip.
    In: Bank of England working papers.
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17. Daytime Is Money. (2010). Nellen, Thomas ; Kraenzlin, Sébastien.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:42:y:2010:i:8:p:1689-1702.

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18. The Microstructure of Japans Interbank Money Market: Simulating Contagion of Intraday Flow of Funds Using BOJ-NET Payment Data. (2010). Soejima, Yutaka ; Imakubo, Kei.
    In: Monetary and Economic Studies.
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19. The topology of the federal funds market. (2010). Bech, Morten ; Atalay, Enghin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:22:p:5223-5246.

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20. Settlement delays in the money market. (2010). McAndrews, James ; Hilton, Spence ; Bartolini, Leonardo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:5:p:934-945.

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21. SHOULD THERE BE INTRADAY MONEY MARKETS?. (2010). McAndrews, James ; Martin, Antoine.
    In: Contemporary Economic Policy.
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22. Why does overnight liquidity cost more than intraday liquidity?. (2009). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:6:p:1236-1246.

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23. A model of stigma in the fed funds market. (2009). Weinberg, John ; Ennis, Huberto.
    In: UC3M Working papers. Economics.
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24. Recent Developments in Federal Reserve System Liquidity and Reserve Operations. (2008). Hilton, Spence.
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25. The topology of the federal funds market. (2008). Bech, Morten ; Atalay, Enghin.
    In: Staff Reports.
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26. Should there be intraday money markets?. (2008). McAndrews, James ; Martin, Antoine.
    In: Staff Reports.
    RePEc:fip:fednsr:337.

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27. Settlement delays in the money market. (2008). McAndrews, James ; Hilton, Spence.
    In: Staff Reports.
    RePEc:fip:fednsr:319.

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28. Interest on reserves and daylight credit. (2007). Weinberg, John ; Ennis, Huberto.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2007:i:spr:p:111-142:n:v.93no.2.

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29. Reserve levels and intraday federal funds rate behavior. (2007). Hrung, Warren ; Hilton, Spence.
    In: Staff Reports.
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30. The Money Market Daily Session :an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy. (2007). Sol Murta, Fátima.
    In: Brussels Economic Review.
    RePEc:bxr:bxrceb:2013/80335.

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1. A Dynamic Model of the Limit Order Book. (2009). Rosu, Ioanid.
   In: The Review of Financial Studies.
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2. Where is the Market? Evidence from Cross-Listings in the U.S.. (2006). Zechner, Josef ; Pagano, Marco ; Randl, Otto ; Halling, Michael.
   In: CSEF Working Papers.
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3. The Impact of the Suspension of Opening and Closing Call. (2005). Green, Christopher ; Camilleri, Silvio.
   In: Finance.
   RePEc:wpa:wuwpfi:0506006.

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4. Optimal Trading Strategy and Supply/Demand Dynamics. (2005). Obizhaeva, Anna ; Wang, Jiang.
   In: NBER Working Papers.
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5. Foreign Direct Investment vs. Foreiegn Portfolio Investment. (2005). Razin, Assaf ; Goldstein, Itay.
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6. Valutation, Liquidity and Risk in Government Bond Markets. (2005). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
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7. Explaining cross-border large-value payment flows: evidence from TARGET and EURO 1 data. (2005). Secola, Stefania ; Rosati, Simonetta.
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8. Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?. (2005). King, Michael ; Padalko, Maksym.
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9. The Impact of the Suspension of Opening and Closing Call. (2004). Green, Christopher ; Camilleri, Silvio.
   In: Finance.
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10. A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange. (2004). Ekinci, Cumhur.
    In: Finance.
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11. Cancellation and Uncertainty Aversion on Limit Order Books. (2004). Large, Jeremy.
    In: Economics Papers.
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12. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. (2004). Kamstra, Mark ; Donaldson, Glen.
    In: FRB Atlanta Working Paper.
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13. High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market. (2004). Tyurin, Konstantin.
    In: Econometric Society 2004 North American Summer Meetings.
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14. Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas. (2004). Heinen, Andréas ; Rengifo, Erick.
    In: Econometric Society 2004 Far Eastern Meetings.
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15. The Effects of Economic News on Bond Market Liquidity. (2004). D'Souza, Chris ; Gaa, Charles.
    In: Staff Working Papers.
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16. Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media. (2003). Schuster, Thomas.
    In: Finance.
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17. Futures trading activity and stock price volatility: some extensions. (2003). Song, Frank ; Adrangi, B. ; Chatrath, A..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:9:p:655-664.

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18. The role of information in Hong Kong individual stock futures trading. (2003). Brooks, R. D. ; Mckenzie, M. D..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:2:p:123-131.

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19. An Information-Based Trade Off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency, and Welfare. (2003). Razin, Assaf ; Goldstein, Itay.
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20. Presión sobre los precios en las revisiones del índice IBEX35. (2003). Gomez Sala, Juan ; Yzaguirre, Jorge .
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21. Limit Order Book as a Market for Liquidity. (2003). Kandel, Eugene ; Foucault, Thierry ; Kadan, Ohad.
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22. Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal.
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23. The use of flow analysis in foreign exchange: exploratory evidence. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
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24. When is inter-transaction time informative?. (2003). Furfine, Craig.
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25. Transmission of information across international equity markets. (2003). Wongswan, Jon.
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26. Nonparametric specification tests for conditional duration models. (2003). Grammig, Joachim ; Fernandes, Marcelo.
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27. Time-Varying Arrival Rates of Informed and Uninformed Trades. (2002). Wu, Liuren ; Engle, Robert ; Easley, David.
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28. Stealth-Trading: Which Traders Trades Move Stock Prices?. (2002). Chakravarty, Sugato.
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29. Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?. (2002). Chakravarty, Sugato ; Wood, Robert A. ; Frederick H. deB. Harris, .
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30. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
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31. The market for ADRs and the quality of the Brazilian stock market. (2001). Sanvicente, Antonio.
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32. FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets. (2000). Rime, Dagfinn ; Bjonnes, H..
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33. The role of financial reporting in reducing financial risks in the market. (2000). KOTHARI, S. P..
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34. Durations, Volume and the Prediction of Financial Returns in Transaction Time. (2000). Hafner, Christian.
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35. Private Information and Trade Timing. (2000). Smith, Lones.
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36. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
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37. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market. (1999). Wong, Woon ; Copeland, Laurence.
    In: The European Journal of Finance.
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38. The Market Microstructure of Central Bank Intervention. (1999). Dominguez, Kathryn.
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39. Intervention as information: a survey. (1999). Humpage, Owen ; Baillie, Richard ; Osterberg, William P..
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40. Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R..
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41. An analysis of brokers trading with applications to order flow internalization and off-exchange sales. (1998). Sarkar, Asani ; Chakravarty, Sugato.
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42. Is There Private Information in the FX Market? The Tokyo Experiment.. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
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43. Is There Private Information in the FX Market? The Tokyo Experiment. (1997). Melvin, Michael ; Lyons, Richard ; Ito, Takatoshi.
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44. Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange. (1997). Safvenblad, Patrik.
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45. Is there private information in the FX market? the Tokyo experiment. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
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46. Public Information Arrival, Exchange Rate Volatility, and Quote Frequency. (1996). Melvin, Michael ; Yin, Xixi.
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47. Dynamic Equilibrium and Volatility in Financial Asset Markets. (1996). Ait-Sahalia, Yacine.
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48. Long-Lived Information and Intraday Patterns. (1995). Back, Kerry ; Pedersen, Hal.
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49. Long-Lived Information and Intraday Patterns. (1995). Back, Kerry ; Pedersen, Hal.
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50. An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange. (1995). Niemeyer, Jonas ; Sands, Patrik.
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