| The Microstructure of a U.S. Treasury ECN: The BrokerTec Platform M Fleming, B Mizrach, G Nguyen Journal of Financial Markets 40, 2–22, 2018 | 188 | 2018 |
| Liquidity and Volatility in the US Treasury market G Nguyen, RF Engle, MJ Fleming, E Ghysels Journal of Econometrics 217 (2), 207-229, 2020 | 125* | 2020 |
| How do Treasury dealers manage their positions? MJ Fleming, G Nguyen, J Rosenberg https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1012684, 2022 | 101* | 2022 |
| Opioid Crisis Effects On Municipal Finance KR Cornaggia, J Hund, G Nguyen, Z Ye Review of Financial Studies 35 (4), 2019–2066, 2022 | 69 | 2022 |
| Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market M Fleming, G Nguyen Review of Asset Pricing Studies 9 (2), 256-295, 2019 | 48* | 2019 |
| Investor Attention and Municipal Bond Returns KR Cornaggia, J Hund, G Nguyen Journal of Financial Markets 60 (September 2022), 100738, 2022 | 40 | 2022 |
| The price of safety: The evolution of municipal bond insurance value K Cornaggia, J Hund, G Nguyen Management Science (accepted), 2021 | 37* | 2021 |
| Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange E Ghysels, G Nguyen Journal of Risk and Financial Management 12 (4), 164, 2019 | 28 | 2019 |
| House price dynamics, unemployment, and the mobility decisions of low-income homeowners SF Riley, G Nguyen, K Manturuk Journal of Housing and the Built Environment 30 (1), 141-156, 2015 | 10 | 2015 |
| Minimum Price Increment, Competition for Liquidity Provision, and Price Discovery: Evidence from the US Treasury Market MJ Fleming, G Nguyen, F Ruela Management Science (accepted), 2022 | 9* | 2022 |
| Liquidity or Volatility? Disentangling the Sources of Spillovers in Euro Area Sovereign Bond Markets G Nguyen https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3262641, 2018 | 2* | 2018 |
| Electronic Bond Intermediation: Evidence from Corporate Bond ATSs A Kim, G Nguyen Available at SSRN 3899990, 2021 | 1 | 2021 |
| Assessing the Price Impact of Treasury Market Workups MJ Fleming, G Nguyen Liberty Street Economics, 2019 | 1 | 2019 |
| How Does Tick Size Affect Treasury Market Quality? MJ Fleming, G Nguyen, F Ruela Liberty Street Economics, 2020 | | 2020 |
| Price Impact of Trades and Orders in the US Treasury Securities Market MJ Fleming, B Mizrach, G Nguyen Liberty Street Economics, 2018 | | 2018 |
| The High Frequency Economics of Government Bond Markets G Nguyen | | 2014 |
Michael FlemingFederal Reserve Bank of New YorkVerified email at ny.frb.org
