Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner
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- Litzenberger, Robert H. & Rolfo, Jacques, 1984. "Arbitrage pricing, transaction costs and taxation of capital gains : A study of government bonds with the same maturity date," Journal of Financial Economics, Elsevier, vol. 13(3), pages 337-351, September.
- Warga, Arthur, 1992. "Bond Returns, Liquidity, and Missing Data," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(04), pages 605-617, December.
- Jordan, Bradford D. & Jordan, Susan D., 1991. "Tax options and the pricing of treasury bond triplets : Theory and evidence," Journal of Financial Economics, Elsevier, vol. 30(1), pages 135-164, November.
- Back, Kerry & Zender, Jaime F, 1993. "Auctions of Divisible Goods: On the Rationale for the Treasury Experiment," Review of Financial Studies, Society for Financial Studies, vol. 6(4), pages 733-764.
- Jegadeesh, Narasimhan, 1993. " Treasury Auction Bids and the Salomon Squeeze," Journal of Finance, American Finance Association, vol. 48(4), pages 1403-1419, September.
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