Order Flow and the Formation of Dealer Bids: An Analysis of Information and Strategic Behavior in the Government of Canada Securities Auctions
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- Kjell G. Nyborg & Kristian Rydqvist & Suresh M. Sundaresan, 2002. "Bidder Behavior in Multiunit Auctions: Evidence from Swedish Treasury Auctions," Journal of Political Economy, University of Chicago Press, vol. 110(2), pages 394-424, April.
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- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2002.
"Bidding and performance in repo auctions: evidence from ECB open market operations,"
Working Paper Series
157, European Central Bank.
- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2004. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," University of California at Los Angeles, Anderson Graduate School of Management qt9878h0kn, Anderson Graduate School of Management, UCLA.
- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Discussion Papers 2005/13, Norwegian School of Economics, Department of Business and Management Science.
- Kjell G. Nyborg & Ulrich Bindseil & Ilya A. Strebulaev, 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Working Papers 2005.92, Fondazione Eni Enrico Mattei.
- Nyborg, Kjell & Strebulaev, Ilya & Bindseil, Ulrich, 2004. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," CEPR Discussion Papers 4367, C.E.P.R. Discussion Papers.
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More about this item
Keywords
Treasury auctions; Behavioural finance;JEL classification:
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- L88 - Industrial Organization - - Industry Studies: Services - - - Government Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2005-01-16 (Financial Markets)
- NEP-GTH-2005-01-16 (Game Theory)
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