Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets
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(This abstract was borrowed from another version of this item.)
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(This abstract was borrowed from another version of this item.)
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Other versions of this item:
- Nina Boyarchenko & David O. Lucca & Laura Veldkamp, 2015. "Taking orders and taking notes: dealer information sharing in financial markets," Staff Reports 726, Federal Reserve Bank of New York, revised 01 Mar 2016.
- Nina Boyarchenko & David O. Lucca & Laura Veldkamp, 2018. "Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets," Working Papers 18-07, New York University, Leonard N. Stern School of Business, Department of Economics.
References listed on IDEAS
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Citations
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Cited by:
- Sigaux, Jean-David, 2018. "Trading ahead of treasury auctions," Working Paper Series 2208, European Central Bank.
- Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2018.
"Bid-to-cover and yield changes around public debt auctions in the euro area,"
Journal of Banking & Finance, Elsevier, vol. 87(C), pages 118-134.
- Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Hanson, Jesper, 2017. "Bid-to-cover and yield changes around public debt auctions in the euro area," CEPR Discussion Papers 11932, C.E.P.R. Discussion Papers.
- Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017. "Bid-to-cover and yield changes around public debt auctions in the euro area," Working Paper Series 2056, European Central Bank.
- Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2020. "Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 96-120.
- Ali Hortaçsu & Jakub Kastl & Allen Zhang, 2018.
"Bid Shading and Bidder Surplus in the US Treasury Auction System,"
American Economic Review, American Economic Association, vol. 108(1), pages 147-169, January.
- Ali Hortaçsu & Jakub Kastl & Allen Zhang, 2017. "Bid Shading and Bidder Surplus in the U.S. Treasury Auction System," NBER Working Papers 24024, National Bureau of Economic Research, Inc.
- Glode, Vincent & Opp, Christian C. & Zhang, Xingtan, 2018. "Voluntary disclosure in bilateral transactions," Journal of Economic Theory, Elsevier, vol. 175(C), pages 652-688.
More about this item
JEL classification:
- D04 - Microeconomics - - General - - - Microeconomic Policy: Formulation; Implementation; Evaluation
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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