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 | 196 | 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 | 130* | 2020 |
How do Treasury dealers manage their positions? MJ Fleming, G Nguyen, J Rosenberg Journal of Financial Economics (accepted), 2024 | 102* | 2024 |
Opioid Crisis Effects On Municipal Finance KR Cornaggia, J Hund, G Nguyen, Z Ye Review of Financial Studies 35 (4), 2019–2066, 2022 | 88 | 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 | 49* | 2019 |
Investor Attention and Municipal Bond Returns KR Cornaggia, J Hund, G Nguyen Journal of Financial Markets 60 (September 2022), 100738, 2022 | 48 | 2022 |
The price of safety: The evolution of municipal bond insurance value K Cornaggia, J Hund, G Nguyen Management Science (accepted), 2021 | 43 | 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 | 30 | 2019 |
Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the US Treasury Market MJ Fleming, G Nguyen, F Ruela Management Science 70 (1), 332-354, 2024 | 14* | 2024 |
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 | 12 | 2015 |
An Anatomy of Cryptocurrency Sentiment M Canayaz, C Cao, G Nguyen, Q Wang Available at SSRN, 2023 | 2 | 2023 |
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 |
Markup or Markdown: National Underwriters’ Exit and the Changing Landscape of Municipal Finance J Hund, C Lundblad, C Makridis, G Nguyen Available at SSRN, 2024 | 1 | 2024 |
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 University of North Carolina at Chapel Hill Graduate School, 2014 | | 2014 |