Rationing rules and European Central Bank auctions
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- Robert Wilson, 1979. "Auctions of Shares," The Quarterly Journal of Economics, Oxford University Press, vol. 93(4), pages 675-689.
- William Vickrey, 1961. "Counterspeculation, Auctions, And Competitive Sealed Tenders," Journal of Finance, American Finance Association, vol. 16(1), pages 8-37, 03.
- Ilan Kremer, 2004.
"Underpricing and Market Power in Uniform Price Auctions,"
Review of Financial Studies,
Society for Financial Studies, vol. 17(3), pages 849-877.
- Kremer, Ilan & Nyborg, Kjell G, 2004. "Underpricing and Market Power in Uniform Price Auctions," CEPR Discussion Papers 4363, C.E.P.R. Discussion Papers.
- Swinkels, Jeroen M, 2001. "Efficiency of Large Private Value Auctions," Econometrica, Econometric Society, vol. 69(1), pages 37-68, January.
- Ehrhart, Karl-Martin, 2001. "European Central Bank operations: experimental investigation of the fixed rate tender," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 871-893, November.
- Leo K. Simon and William R. Zame., 1987.
"Discontinuous Games and Endogenous Sharing Rules,"
Economics Working Papers
8756, University of California at Berkeley.
- Lawrence M. Ausubel & Peter Cramton, 1997. "Auctioning Securities," Papers of Peter Cramton 98wpas, University of Maryland, Department of Economics - Peter Cramton, revised Mar 1998.
- 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 733-64.
- Kjell G. Nyborg, 2004.
"Multiple Unit Auctions and Short Squeezes,"
Review of Financial Studies,
Society for Financial Studies, vol. 17(2), pages 545-580.
- Sushil Bikhchandani & Chi-fu Huang, 1993. "The Economics of Treasury Securities Markets," Journal of Economic Perspectives, American Economic Association, vol. 7(3), pages 117-134, Summer.
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