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A specialist's quoted depth and the limit order book

Kavajecz, Kenneth A. - 1996

Persistent link: https://www.econbiz.de/10010364350

Flight-to-quality or flight-to-liquidity? : Evidence from the euro-area bond market

Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - 2006

Persistent link: https://www.econbiz.de/10003355179

What does equity sector orderflow tell us about the economy?

Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 24 (2011) 11, pp. 3688-3730

Persistent link: https://www.econbiz.de/10009381415

On the formation and structure of international exchanges

Clayton, Matthew J.; Jorgensen, Bjorn N.; Kavajecz, … - 1999

Persistent link: https://www.econbiz.de/10011302130

What does equity sector orderflow tell us about the economy?

Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - 2010

"Investors rebalance their portfolios as their views about expected returns and risk change. We use empirical measures of portfolio rebalancing to back out investors' views, specifically their views about the state of the economy. We show that aggregate portfolio rebalancing across equity...

Persistent link: https://www.econbiz.de/10008757614

Flight-to-quality or flight-to-liquidity? : evidence from the Euro-area bond market

Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 22 (2009) 3, pp. 925-957

Persistent link: https://www.econbiz.de/10003827624

Price discovery in the treasury futures market

Brandt, Michael W.; Kavajecz, Kenneth A.; Underwood, … - In: The journal of futures markets 27 (2007) 11, pp. 1021-1051

Persistent link: https://www.econbiz.de/10003627040

On the presence and market-structure of exchanges around the world

Clayton, Matthew J.; Jorgensen, Bjorn N.; Kavajecz, … - In: Journal of financial markets 9 (2006) 1, pp. 27-48

Persistent link: https://www.econbiz.de/10003289961

Packaging liquidity : blind auctions and transaction efficiencies

Kavajecz, Kenneth A.; Keim, Donald B. - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 465-492

Persistent link: https://www.econbiz.de/10003160271

Technical analysis and liquidity provision

Kavajecz, Kenneth A.; Odders-White, Elizabeth R. - In: The review of financial studies 17 (2004) 4, pp. 1043-1071

Persistent link: https://www.econbiz.de/10002396438