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On the properties of equilibria in private value divisible good auctions with constrained bidding
Kastl, Jakub - In: Journal of mathematical economics 48 (2012) 6, pp. 339-352
Persistent link: https://www.econbiz.de/10009689455
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Discrete bids and empirical inference in divisible good auctions
Kastl, Jakub - In: The review of economic studies 78 (2011) 3, pp. 974-1014
Persistent link: https://www.econbiz.de/10009234528
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Auctions in financial markets
Kastl, Jakub - In: International journal of industrial organization 70 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012581729
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Testing for common values in Canadian treasury bill auctions
Hortaçsu, Ali (contributor); Kastl, Jakub (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760140
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Informational advantage and information structure : an analysis of Canadian treasury auctions
Hortaçsu, Ali; Kastl, Jakub - 2010
Persistent link: https://www.econbiz.de/10008697812
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The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds
Cassola, Nuno; Hortaçsu, Ali; Kastl, Jakub - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 4, pp. 1309-1345
Persistent link: https://www.econbiz.de/10009793519
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Bid Shading and Bidder Surplus in the U.S. Treasury Auction System
Hortacsu, Ali - 2017
We analyze bidding data from uniform price auctions of U.S. Treasury bills and notes between July 2009-October 2013. Primary dealers consistently bid higher yields compared to direct and indirect bidders. We estimate a structural model of bidding that takes into account informational asymmetries...
Persistent link: https://www.econbiz.de/10012943195
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Bid shading and bidder surplus in the U.S. Treasury auction system
Hortaçsu, Ali; Kastl, Jakub; Zhang, Allen - 2017
Persistent link: https://www.econbiz.de/10011773006
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Bid shading and bidder surplus in the US treasury auction system
Hortaçsu, Ali; Kastl, Jakub; Zhang, Allen - In: The American economic review 108 (2018) 1, pp. 147-169
Persistent link: https://www.econbiz.de/10011820451
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Bid Shading and Bidder Surplus in the U.S. Treasury Auction System
Hortaçsu, Ali - 2017
We analyze bidding data from uniform price auctions of U.S. Treasury bills and notes between July 2009-October 2013. Primary dealers consistently bid higher yields compared to direct and indirect bidders. We estimate a structural model of bidding that takes into account informational asymmetries...
Persistent link: https://www.econbiz.de/10012453689