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An arbitrage free trilateral target zone model
Jørgensen, Bjørn N.; Mikkelsen, Hans Ole AE - In: Journal of international money and finance 15 (1996) 1, pp. 117-134
Persistent link: https://www.econbiz.de/10006928524
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Rationality of Preliminary Money Stock Estimates
Kavajecz, Kenneth; Collins, Sean - In: The review of economics and statistics 77 (1995) 1, pp. 32-41
Persistent link: https://www.econbiz.de/10006405876
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A SPECIALIST'S QUOTED DEPTH AS A STRATEGIC CHOICE VARIABLE: AN APPLICATION TO SPREAD DECOMPOSITION MODELS
Caglio, Cecilia; Kavajecz, Kenneth A. - In: The journal of financial research : a publ. of the … 29 (2006) 3, pp. 367-382
Persistent link: https://www.econbiz.de/10007273862
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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/10007278716
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SHORTER PAPERS - A Specialist's Quoted Depth and the Limit Order Book
Kavajecz, Kenneth A. - In: The journal of finance : the journal of the American … 54 (1999) 2, pp. 747-772
Persistent link: https://www.econbiz.de/10007342750
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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/10006548889
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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/10006691653
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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. 925-958
Persistent link: https://www.econbiz.de/10008176676
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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 (2013) 3, pp. 925-924
Persistent link: https://www.econbiz.de/10010113722
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An Examination of Changes in Specialists' Posted Price Schedules
Kavajecz, Kenneth A.; Odders-White, Elizabeth R. - In: The review of financial studies 14 (2013) 3, pp. 681-680
Persistent link: https://www.econbiz.de/10010114376