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Journal of Banking & Finance Vol. 34 No. 9 2010

Market-making costs in Treasury bills: A benchmark for the cost of liquidity

Mark D. Griffiths1; James T. Lindley2; Drew B. Winters3

1 Miami University · 2 University of Southern Mississippi · 3 Texas Tech University

Abstract

We focus on market-making costs by examining the daily bid–ask spreads for off-the-run, one-month Treasury bills around two liquidity-changing events. Event one, Salomon Brothers’ supply shock, results in a roughly 2.5-basis-point increase in the spread because of an increase in ask prices; and event two, the Long-Term Capital Management demand shock, results in a doubling of the spread because of a decrease in bid prices. Our results provide a benchmark for researchers examining bid–ask spreads of securities that include a liquidity premium, a risk premium, and an asymmetric information premium.

DOI
10.1016/j.jbankfin.2010.02.004
Volume
34
Issue
9
Pages
2146-2157
Language
en
Sources
openalex crossref bibtex:phds-export.bib

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