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A New Empirical Study of the Mexican Treasury Securities Primary Auctions: Is there more underpricing?

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Sara Castellanos
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Paper provided by David K. Levine in its series Levine's Working Paper Archive with number 625018000000000206.

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Date of creation: 07 Sep 2001
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Handle: RePEc:cla:levarc:625018000000000206

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  1. Daniel Heller & Yvan Lengwiler, 1998. "The auctions of Swiss government bonds: should the Treasury price discriminate or not?," Finance and Economics Discussion Series 1998-11, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  2. Saikat Nandi, 1997. "Treasury auctions: what do the recent models and results tell us?," Economic Review, Federal Reserve Bank of Atlanta, issue Q 4, pages 4-15. [Downloadable!]
  3. Branch, Ben & Freed, Walter, 1977. "Bid-Asked Spreads on the Amex and the Big Board," Journal of Finance, American Finance Association, vol. 32(1), pages 159-63, March. [Downloadable!] (restricted)
  4. Lawrence M. Ausubel & Peter Cramton, 1997. "Auctioning Securities," Papers of Peter Cramton 98wpas, University of Maryland, Department of Economics - Peter Cramton, revised Mar 1998. [Downloadable!]
  5. Nautz, Dieter, 1997. "How Auctions Reveal Information: A Case Study on German REPO Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 17-25, February.
  6. Carlo Cottarelli & Leonardo Bartolini, 1994. "Treasury Bill Auctions - Issues and Uses," IMF Working Papers 94/135, International Monetary Fund.
  7. Nautz, D., 1995. "Optimal bidding in multi-unit auctions with many bidders," Economics Letters, Elsevier, vol. 48(3-4), pages 301-306, June. [Downloadable!] (restricted)
  8. Copeland, Thomas E & Galai, Dan, 1983. " Information Effects on the Bid-Ask Spread," Journal of Finance, American Finance Association, vol. 38(5), pages 1457-69, December. [Downloadable!] (restricted)
  9. repec:att:wimass:19199933 is not listed on IDEAS
  10. Brennan, Michael J & Subrahmanyam, Avanidhar, 1998. "The Determinants of Average Trade Size," Journal of Business, University of Chicago Press, vol. 71(1), pages 1-25, January. [Downloadable!] (restricted)
  11. Breedon, Francis & Ganley, Joe, 2000. "Bidding and Information: Evidence from Gilt-Edged Auctions," Economic Journal, Royal Economic Society, vol. 110(466), pages 963-84, October. [Downloadable!] (restricted)
    Other versions:
  12. Nancy Harvey, 1999. "Recent Initiatives in the Canadian Market for Government of Canada Securities," Bank of Canada Review, Bank of Canada, vol. 1999(Summer), pages 27-35. [Downloadable!]
  13. Umlauf, Steven R., 1993. "An empirical study of the Mexican Treasury bill auction," Journal of Financial Economics, Elsevier, vol. 33(3), pages 313-340, June. [Downloadable!] (restricted)
  14. Lawrence M. Ausubel & Peter Cramton, 2004. "Vickrey Auctions with Reserve Pricing," Papers of Peter Cramton 99wpvic, University of Maryland, Department of Economics - Peter Cramton, revised 28 Jun 1999. [Downloadable!]
    Other versions:
  15. Haile, Philip A., 2003. "Auctions with private uncertainty and resale opportunities," Journal of Economic Theory, Elsevier, vol. 108(1), pages 72-110, January. [Downloadable!] (restricted)
  16. Bikhchandani, Sushil & Huang, Chi-fu, 1993. "The Economics of Treasury Securities Markets," Journal of Economic Perspectives, American Economic Association, vol. 7(3), pages 117-34, Summer. [Downloadable!] (restricted)
  17. Robert Alan Feldman & Vincent Reinhart, 1995. "Auction Format Matters - Evidence on Bidding Behavior and Seller Revenue," IMF Working Papers 95/47, International Monetary Fund.
  18. Amihud, Yakov & Mendelson, Haim, 1986. "Asset pricing and the bid-ask spread," Journal of Financial Economics, Elsevier, vol. 17(2), pages 223-249, December. [Downloadable!] (restricted)
  19. Michael B. Gordy, 1999. "Hedging Winner'S Curse With Multiple Bids: Evidence From The Portuguese Treasury Bill Auction," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 448-465, August. [Downloadable!] (restricted)
  20. Yvan Lengwiler, 1998. "The multiple unit auction with variable supply," Finance and Economics Discussion Series 1998-28, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  21. Nautz, D. & Wolfstetter, E., 1997. "Bid shading and risk aversion in multi-unit auctions with many bidders," Economics Letters, Elsevier, vol. 56(2), pages 195-200, October. [Downloadable!] (restricted)
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