Liquidity of the treasury bill market and the term structure of interest rates

Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model

1987 • 2,510 citations

The Cost of Transacting

1968 • 1,909 citations

Information Effects on the Bid‐Ask Spread

1983 • 1,852 citations

THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS

1978 • 1,374 citations

The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure

1979 • 866 citations

THE PRICING OF SECURITY DEALER SERVICES: AN EMPIRICAL STUDY OF NASDAQ STOCKS

1978 • 648 citations

Term Structure of Interest Rates

2008 • 569 citations

A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates

1981 • 547 citations

Liquidity, Maturity, and the Yields on U.S. Treasury Securities

1991 • 520 citations

Information Effects on the Bid-Ask Spread

1983 • 381 citations

The Supply of Dealer Services in Securities Markets

1978 • 261 citations

Liquidity, Maturity, and the Yields on U.S. Treasury Securities

1991 • 245 citations

A Defense of Traditional Hypotheses about the Term Structure of Interest Rates

1986 • 174 citations

A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates

1981 • 173 citations

The term structure of interest rates in real and monetary economies

1995 • 123 citations

The Pricing of Security Dealer Services: An Empirical Study of Nasdaq Stocks

1978 • 113 citations

The Term Structure of Interest Rates

1989 • 34 citations

A Defense of Traditional Hypotheses about the Term Structure of Interest Rates

1986 • 31 citations

Asset trading, transaction costs and the equity premium

1994 • 26 citations