Michael J. Fleming

Economics and Econometrics · 2001–2002

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 10 citations into it; #22,277 of 23,481 by trust here, #19,308 by citations
• Finance — 9 citations into it; #2,382 of 10,518 by trust here, #3,208 by citations

Whom Michael J. Fleming trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tarun Chordia
2. A. Posen
3. Arvind Krishnamurthy
4. Ananth Madhavan
5. Richard Payne

Who trusts Michael J. Fleming overall

1. Ruslan Goyenko
2. Robin Greenwood
3. Paolo Pasquariello
4. Haitao Li
5. David Goldreich
6. Jean-Sébastien Fontaine
7. John Rust
8. Timothy C. Johnson
9. Kerstin Bernoth
10. Menachem Brenner

Papers from Michael J. Fleming's perspective

Ordered by how strongly the researchers Michael J. Fleming trusts endorse each paper. Same corpus, a different order for every researcher.

1. Economic News and Bond Prices: Evidence from the U.S. Treasury Market (Journal of Financial and Quantitative Analysis)
2. Economic News and the Impact of Trading on Bond Prices
3. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
4. Measuring Treasury Market Liquidity
5. Commonality in Liquidity
6. Trade Size, Order Imbalance, and the Volatility-Volume Relation
7. Inferring investor behavior: Evidence from TORQ data
8. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
9. Online Investors: Do the Slow Die First?
10. What moves stock prices?

Their papers

• Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings (2002) — 123 citations
• Measuring Treasury Market Liquidity (2001) — 476 citations