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Discriminatory auctions with seller discretion : evidence from German treasury auctions

Rocholl, Jörg (contributor) - 2005

This paper examines the results of 93 discriminatory German Treasury auctions between 1998 and 2002. It documents the seller’s use of discretion and its influence on auction outcomes and bidding strategies. The evidence suggests that the seller uses its discretion frequently and substantially....

Persistent link: https://www.econbiz.de/10002826030

The design of treasury bond auctions : some case studies

Swierzbinski, Joseph E.; Börgers, Tilman - In: Auctioning public assets : analysis and alternatives, (pp. 230-256). 2004

Persistent link: https://www.econbiz.de/10002143697

Econometrics of share auctions

Février, Philippe; Preget, Raphae͏̈le; Visser, Michael S. - 2002

Persistent link: https://www.econbiz.de/10001660140

Underpricing in discriminatory and uniform-price treasury auctions

Goldreich, David - 2003

Persistent link: https://www.econbiz.de/10001845280

Bidding behavior in treasury bill auctions : evidence from Pakistan

Hardy, Daniel C. L. - 2000

Persistent link: https://www.econbiz.de/10001539278

Collusion in uniform-price auctions : experimental evidence and implications for treasury auctions

Goswami, Gautam; Noe, Thomas H.; Rebello, Michael J. - 1995

Persistent link: https://www.econbiz.de/10000927422

Treasury auctions under proprietary information : a Nash equilibrium analysis

Daripa, Arupratan - 1994

Persistent link: https://www.econbiz.de/10000904149

A simple theory of treasury auctions

Daripa, Arupratan - 1994

Persistent link: https://www.econbiz.de/10000904150

Expected repo specialness costs and the Treasury auction cycle

Keane, Frank - 1995

Persistent link: https://www.econbiz.de/10000917739

The Canadian treasury bill auction and the term structure of interest rates

Godbout, Lise; Storer, Paul A.; Zimmermann, Christian - In: Journal of banking & finance 26 (2002) 6, pp. 1165-1179

Persistent link: https://www.econbiz.de/10001670770

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