Narrow search
Showing 1 - 10 of 37
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.; Kavajecz, Kenneth A. - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2623-2654
Persistent link: https://www.econbiz.de/10002502852
Cover Image
Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.; Kavajecz, Kenneth A. - 2003
Persistent link: https://www.econbiz.de/10001738938
Cover Image
Price discovery in the US treasury market : the impact of orderflow and liquidity on the Yield curve
Brandt, Michael W. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022631
Cover Image
What Does Equity Sector Orderflow Tell Us About the Economy?
Beber, Alessandro - 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 sectors...
Persistent link: https://www.econbiz.de/10013135882
Cover Image
What Does Equity Sector Orderflow Tell Us About the Economy?
Beber, Alessandro - 2008
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 views about the state of the economy. We show that aggregate portfolio rebalancing across equity sectors is...
Persistent link: https://www.econbiz.de/10012724953