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~person:"Winters, Drew B."
~subject:"Government securities"
~subject:"Liquidity"
~subject:"USA"
~subject:"United Kingdom"
~type:"article"
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Winters, Drew B.
Fleming, Michael J.
17
Garbade, Kenneth D.
9
Krishnamurthy, Arvind
8
Cebula, Richard J.
6
Sack, Brian
6
Shen, Pu
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Bali, Turan G.
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Elton, Edwin J.
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Rebonato, Riccardo
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Shrestha, Keshab
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3
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Carayannopoulos, Peter
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Journal of banking & finance
1
Journal of economics & business
1
Journal of investment management : JOIM
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
6
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On the use of the daily Fama-French risk-free rate
Fairbanks, Joshua C.
;
Griffiths, Mark D.
;
Winters, Drew B.
- In:
Journal of investment management : JOIM
19
(
2021
)
3
,
pp. 39-59
Persistent link: https://www.econbiz.de/10013041003
Saved in:
2
When is a treasury security on-the-run?
Moore, Mark E.
;
Winters, Drew B.
- In:
The financial review : the official publication of the …
49
(
2014
)
1
,
pp. 77-88
Persistent link: https://www.econbiz.de/10010257294
Saved in:
3
Market-making costs in Treasury bills : a benchmark for the cost of liquidity
Griffiths, Mark D.
;
Lindley, James T.
;
Winters, Drew B.
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2146-2157
Persistent link: https://www.econbiz.de/10008737959
Saved in:
4
Do traders benefit from riding the T-bill yield curve?
Mercer, Jeffrey M.
;
Moore, Mark E.
;
Winters, Drew B.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 131-140
Persistent link: https://www.econbiz.de/10003909608
Saved in:
5
The effect of auctions on daily treasury-bill volatility
Hughes, Michael Pycraft
;
Smith, Stanley D.
;
Winters, Drew B.
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
1
,
pp. 48-60
Persistent link: https://www.econbiz.de/10003683335
Saved in:
6
An empirical examination of intraday volatility in on-the-run US Treasury bills
Hughes, Michael P.
;
Smith, Stanley D.
;
Winters, Drew B.
- In:
Journal of economics & business
59
(
2007
)
6
,
pp. 487-499
Persistent link: https://www.econbiz.de/10003615692
Saved in:
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