Transition to Electronic Communications Networks in the Secondary Treasury Market

A dataset by Bruce Mizrach, published on the paperswithcode platform, concerning the shift to electronic trading in the secondary market for U.S. Treasury securities. The specific temporal coverage, row count, and column details are not provided in the metadata. The license is listed as closed, restricting its use.

Use Cases

• Analyzing the impact of electronic trading on Treasury market liquidity and volatility (inferred from domain, verify after download)
• Modeling the adoption rate and network effects of Electronic Communications Networks (ECNs) (inferred from domain, verify after download)
• Comparing pre- and post-electronic trading periods for price discovery efficiency (inferred from domain, verify after download)

Strengths

• Published on the paperswithcode platform, which aggregates research datasets.
• Authored by a named researcher, Bruce Mizrach.

Limitations

• Metadata is minimal; actual content requires verification after download.
• Row count, column definitions, and sample data are unavailable, limiting suitability assessment.
• The license is listed as closed, which may restrict usage and redistribution.

Provenance

Source

paperswithcode