NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets

Nina Boyarchenko, David O. Lucca, Laura Veldkamp

NBER Working Paper No. 22461
Issued in July 2016

---- Acknowledgements ----

The views expressed here are the authors' and are not representative of the views of the Federal Reserve Bank of New York or of the Federal Reserve System. We thank Bruno Biais, Giovanni Cespa, John Cochrane (through his blog), Darrell Duffie, Ken Garbade, Luis Gonzalez, Robin Greenwood, Zhiguo He, Pablo Kurlat, Richard Tang, Hongjun Yan, Haoxiang Zhu and participants at the NBER AP meetings, Chicago Booth Asset Pricing Conference, Duke, Miami, U.S. Treasury Roundtable on Treasury Markets, NYU, the Spring 2015 Macro Finance Society Meetings, SED 2015, Gerzensee Summer Institute 2015, EFA 2015, EEA 2015, FIRS 2016, Bank of Canada and SFI Lausanne for comments. Nic Kozeniauskas, Karen Shen, Arnav Sood and Peifan Wu provided excellent research assistance. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

---- Disclosure of Financial Relationships for Laura Veldkamp ----

I have visited or lectured at the following institutions, where I have received an honorarium and/or have been paid travel expenses:

EIEF, Rome, Italy. As research visitor.

Federal Reserve Bank of New York, US. As consultant to the Research Department.

Federal Reserve Bank of Minneapolis, US. As consultant to the Research Department.

Goldman Sachs, as a GMI fellow.

University of California at Los Angeles, as a guest Ph.D. lecturer

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