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The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability

Paul A. Spindt; J. Ronald Hoffmeister

Journal of Financial and Quantitative Analysis 1988 23(4), 401

Paul A. Spindt, J. Ronald Hoffmeister, The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability, The Journal of Financial and Quantitative Analysis, Vol. 23, No. 4 (Dec., 1988), pp. 401-416

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The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability