Citations for "The Economics of Treasury Securities Markets"
by Sushil Bikhchandani & Chi-fu Huang
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- Bower, John & Bunn, Derek, 2001.
"Experimental analysis of the efficiency of uniform-price versus discriminatory auctions in the England and Wales electricity market,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 25(3-4), pages 561-592, March.
- Goldreich, David, 2003.
"Underpricing in Discriminatory and Uniform-Price Treasury Auctions,"
CEPR Discussion Papers
4105, C.E.P.R. Discussion Papers.
- Keunkwan Ryu & Gyung-Rok Kim & Seonghwan Oh, 2004.
"Discriminatory vs Uniform Price Auction: Auction Revenue,"
Econometric Society 2004 Far Eastern Meetings
539, Econometric Society.
- Sara Castellanos, 2001.
"A New Empirical Study of the Mexican Treasury Securities Primary Auctions: Is there more underpricing?,"
Levine's Working Paper Archive
625018000000000206, David K. Levine.
- Cassola, N. & Ewerhart , C. & Valla, N., 2006.
"Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations,"
151, Banque de France.
- David McAdams & Giuseppe Lopomo & Leslie Marx & Brian Murray, .
"Carbon Allowance Auction Design: An Assessment of Options for the U.S,"
10-64, Duke University, Department of Economics.
- Habib, Michel A. & Ziegler, Alexandre, 2007.
"Why government bonds are sold by auction and corporate bonds by posted-price selling,"
Journal of Financial Intermediation,
Elsevier, vol. 16(3), pages 343-367, July.
- Steven Lippman & Sheldon Ross, 2008.
"Variability is beneficial in marked stopping problems,"
Springer, vol. 35(2), pages 333-342, May.
- Hoidal Bjonnes, Geir, 2001.
"Winner's Curse in Discriminatory Price Auctions: Evidence from the Norwegian Treasury Bill Auctions,"
SIFR Research Report Series
3, Institute for Financial Research.
- Arupratan Daripa, 1996.
"A Theory of Treasury Auctions,"
Archive Working Papers
006, Birkbeck, Department of Economics, Mathematics & Statistics.
- Alex Stomper & Pegaret Pichler, 2004.
"Primary Market Design: Direct Mechanisms and Markets,"
2004.9, Fondazione Eni Enrico Mattei.
- Han, Bing & Longstaff, Francis A. & Merrill, Craig, 2005.
"The Cherry-Picking Option in the U.S. Treasury Buyback Auctions,"
Working Paper Series
2004-23, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- David S. Salkever & Richard G. Frank, 1995.
"Economic Issues in Vaccine Purchase Arrangements,"
NBER Working Papers
5248, National Bureau of Economic Research, Inc.
- Giuseppe Lopomo & Leslie M. Marx & David McAdams & Brian Murray, 2011.
"Carbon Allowance Auction Design: An Assessment of Options for the United States,"
Review of Environmental Economics and Policy,
Association of Environmental and Resource Economists, vol. 5(1), pages 25-43, Winter.
- Jorge Barros Luís & Bernardino Adão, 1997.
"The treasury bill market in Portugal profit margins of financial institutions,"
Economic Bulletin and Financial Stability Report Articles,
Banco de Portugal, Economics and Research Department.
- Rocholl, Jörg, 2005.
"Discriminatory auctions with seller discretion: evidence from German treasury auctions,"
Discussion Paper Series 1: Economic Studies
2005,15, Deutsche Bundesbank, Research Centre.
- Aussenegg, Wolfgang & Pichler, Pegaret & Stomper, Alex, 2006.
"IPO Pricing with Bookbuilding and a When-Issued Market,"
Journal of Financial and Quantitative Analysis,
Cambridge University Press, vol. 41(04), pages 829-862, December.
- 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.
- Keloharju, Matti & Nyborg, Kjell G. & Rydqvist, Kristian, 2004.
"Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions,"
University of California at Los Angeles, Anderson Graduate School of Management
qt6v17p79w, Anderson Graduate School of Management, UCLA.
- Daniel C. Hardy, 2001.
"Profitability and Pricing in Treasury Bill Auctions: Evidence from Pakistan,"
The Pakistan Development Review,
Pakistan Institute of Development Economics, vol. 40(1), pages 27-48.
- Timothy N. Cason & Lata Gangadharan, 2003.
"A Laboratory Comparison Of Uniform And Discriminative Price Auctions Forreducing Non-Point Source Pollution,"
Department of Economics - Working Papers Series
882, The University of Melbourne.
- Nyborg, Kjell G. & Sundaresan, Suresh, 1996.
"Discriminatory versus uniform Treasury auctions: Evidence from when-issued transactions,"
Journal of Financial Economics,
Elsevier, vol. 42(1), pages 63-104, September.
- Ping Zhang, 2009.
"Uniform price auctions and fixed price offerings in IPOs: an experimental comparison,"
Springer, vol. 12(2), pages 202-219, June.
- SunnevÃ¥g, Kjell J., 2001.
"Auction design for the allocation of multiple units of a homogenous good: Theoretical background and practical experience,"
University of California at Santa Barbara, Economics Working Paper Series
qt6wh704p7, Department of Economics, UC Santa Barbara.
- Ali Hortacsu & Jakub Kastl, 2008.
"Testing for Common Values in Canadian Treasury Bill Auctions,"
07-053, Stanford Institute for Economic Policy Research.
- 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.
- Sara Castellanos, 2001.
"Mexican treasury securities primary auctions,"
Theory workshop papers
357966000000000025, UCLA Department of Economics.
- Gresik, Thomas A., 2001.
"Rationing rules and European Central Bank auctions,"
Journal of International Money and Finance,
Elsevier, vol. 20(6), pages 793-808, November.