Fleming, Michael J. , Mizrach, Bruce and Nguyen, Giang. "The Microstructure of a U.S. Treasury ECN : The BrokerTec Platform, Staff Report 381," Staff Reports (Federal Reserve Bank of New York) (Revised March 2017). https://fraser.stlouisfed.org/title/9235/item/673632, accessed on May 8, 2025.
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