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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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Valuing dealers' informational advantage : a study of Canadian Treasury auctions
Hortaçsu, Ali; Kastl, Jakub - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 6, pp. 2511-2542
Persistent link: https://www.econbiz.de/10009689466
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Mechanism choice and strategic bidding in divisible good auctions : an empirical analysis of the Turkish Treasury auction markets
Hortaçsu, Ali; McAdams, David - In: Journal of political economy 118 (2010) 5, pp. 833-865
Persistent link: https://www.econbiz.de/10009238313
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Order flow and the formation of dealer bids : information flows and strategic behavior in the government of Canada securities auctions
Hortaçsu, Ali; Sareen, Samita - 2005
Persistent link: https://www.econbiz.de/10002619503
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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
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Order flow and the formation of dealer bids : an analysis of information and strategic behavior in the government of Canada securities auctions
Hortaçsu, Ali; Sareen, Samita - 2004
Persistent link: https://www.econbiz.de/10002994454