SSRN-The Microstructure of the TIPS Market by Michael Fleming, Neel Krishnan

A god article for class! Explains the TIPS market very well. SSRN-The Microstructure of the TIPS Market by Michael Fleming, Neel Krishnan: " We characterize the microstructure of the market for Treasury inflation-protected securities (TIPS) using novel tick data from the interdealer market. We find a marked difference in trading activity between on-the-run and off-the-run securities, as in the