Informational Advantage and Information Structure: An Analysis of Canadian Treasury Auctions
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References listed on IDEAS
- Martin D.D. Evans & Richard K. Lyons, 2017.
"Order Flow and Exchange Rate Dynamics,"
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World Scientific Publishing Co. Pte. Ltd..
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- Jason Allen & Ali Hortaçsu & Jakub Kastl, 2011. "Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada," Staff Working Papers 11-17, Bank of Canada.
- Hortaçsu, Ali, 2011. "Recent progress in the empirical analysis of multi-unit auctions," International Journal of Industrial Organization, Elsevier, vol. 29(3), pages 345-349, May.
More about this item
Keywordsmultiunit auctions; treasury auctions; structural estimation; nonparametric identification and estimation; test for common values;
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
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