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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
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Technical Analysis and Liquidity Provision
Kavajecz, Kenneth A.; Odders-White, Elizabeth R. - In: The review of financial studies 17 (2013) 4, pp. 1043-1042
Persistent link: https://www.econbiz.de/10010114548
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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 (2013) 11, pp. 3688-3687
Persistent link: https://www.econbiz.de/10010114778
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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 (2001) 3, pp. 681-704
Persistent link: https://www.econbiz.de/10007042445
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Technical Analysis and Liquidity Provision
Kavajecz, Kenneth A. - In: The review of financial studies 17 (2004) 4, pp. 1043-1072
Persistent link: https://www.econbiz.de/10007026578
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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. - 2003
Persistent link: https://www.econbiz.de/10006969846
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Price discovery in the treasury futures market
Brandt, Michael W.; Kavajecz, Kenneth A.; Underwood, … - In: The journal of futures markets 27 (2007) 11, pp. 1021-1052
Persistent link: https://www.econbiz.de/10007795846
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Price Discovery in the Treasury Futures Market
Brandt, Michael W.; Underwood, Shane; Kavajecz, Kenneth A. - 2006
We investigate the mechanism by which price discovery takes place within the futures market for U.S Treasury securities. Specifically, given the strong theoretical linkage between the U.S. Treasury cash and futures markets, we compare how orderflow contributes to price discovery as well as...
Persistent link: https://www.econbiz.de/10014054573