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Underpricing in Discriminatory and Uniform-Price Treasury Auctions

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  • Goldreich, David
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    Bibliographic Info

    Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

    Volume (Year): 42 (2007)
    Issue (Month): 02 (June)
    Pages: 443-466

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    Handle: RePEc:cup:jfinqa:v:42:y:2007:i:02:p:443-466_00

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    Cited by:
    1. Xue Wang, 2012. "Comparison of two parameterizations of the winner's curse model in a sample of Swedish Treasury auctions," International Journal of Accounting and Information Management, Emerald Group Publishing, vol. 20(2), pages 100-113.
    2. Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2010. "Declining valuations and equilibrium bidding in central bank refinancing operations," International Journal of Industrial Organization, Elsevier, vol. 28(1), pages 30-43, January.
    3. Jinfan Zhang & Hongjun Yan & Dong Lou, 2011. "Anticipated and Repeated Shocks in Liquid Markets," 2011 Meeting Papers 1446, Society for Economic Dynamics.
    4. Bahamin, Payam & Cebula, Richard & Foley, Maggie & Houmes, Robert, 2011. "The Demand for Treasury Securities at Auction," MPRA Paper 52026, University Library of Munich, Germany.
    5. Damianov, Damian S. & Becker, Johannes Gerd, 2010. "Auctions with variable supply: Uniform price versus discriminatory," European Economic Review, Elsevier, vol. 54(4), pages 571-593, May.
    6. Roel Beetsma & Massimo Giuliodori & Frank de Jong & Daniel Widijanto, 2013. "Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis," Tinbergen Institute Discussion Papers 13-150/VI, Tinbergen Institute.
    7. Beetsma, Roel & Giuliodori, Massimo & de Jong, Frank & Widijanto, Daniel, 2013. "Price effects of sovereign debt auctions in the Euro-zone: the role of the crisis," Working Paper Series 1595, European Central Bank.

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