IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions"

by Keloharju, Matti & Nyborg, Kjell G. & Rydqvist, Kristian

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as
in new window

  1. Pamela Cardozo, 2013. "Bidders’ Behaviour in Government Securities Auctions: A case study for Colombia," Borradores de Economia 760, Banco de la Republica de Colombia.
  2. Xavier Vives, 2010. "Asset Auctions, Information, and Liquidity," Journal of the European Economic Association, MIT Press, vol. 8(2-3), pages 467-477, 04-05.
  3. Rydqvist, Kristian & Wu, Mark, 2014. "Pre-Auction Inventory and Bidding Behavior—An Analysis of Canadian Treasury Auctions," CEPR Discussion Papers 10112, C.E.P.R. Discussion Papers.
  4. Rocholl, Jörg, 2005. "Discriminatory auctions with seller discretion: evidence from German treasury auctions," Discussion Paper Series 1: Economic Studies 2005,15, Deutsche Bundesbank, Research Centre.
  5. François Derrien & François Degeorge, 2009. "Auctioned IPOs: the U.S. Evidence," Post-Print hal-00495575, HAL.
  6. Ping Zhang, 2006. "A Complete Characterization of Pure Strategy Equilibrium in Uniform Price IPO Auctions," Discussion Papers 2006-06, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  7. Orly Sade & Charles Schnitzlein & Jaime F. Zender, 2004. "Competition and Cooperation in Divisible Good Auctions: An Experimental Examination," Working Papers 2004.15, Fondazione Eni Enrico Mattei.
  8. Vives, Xavier, 2008. "Strategic Supply Function Competition with Private Information," CEPR Discussion Papers 6960, C.E.P.R. Discussion Papers.
  9. Damian S. Damianov & Johannes Gerd Becker, 2008. "Auctions with Variable Supply: Uniform Price versus Discriminatory," CER-ETH Economics working paper series 08/80, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  10. 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, Department of Business and Management Science, Norwegian School of Economics.
  11. Corina Haita-Falah, 2016. "Uncertainty and speculators in an auction for emissions permits," Journal of Regulatory Economics, Springer, vol. 49(3), pages 315-343, June.
  12. Han, Bing & Longstaff, Francis A. & Merrill, Craig, 2005. "The Cherry-Picking Option in the U.S. Treasury Buyback Auctions," Working Paper Series 2004-23, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  13. Ranaldo, Angelo & Rossi, Enzo, 2016. "Uniform-price Auctions for Swiss Government Bonds: Origin and Evolution," Working Papers on Finance 1609, University of St. Gallen, School of Finance.
  14. Marco LiCalz & Alessandro Pavan, 2002. "Tilting the Supply Schedule to Enhance Competition on Uniform-Price Auctions," Discussion Papers 1495, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  15. Damian S. Damianov & Jörg Oechssler & Johannes Gerd Becker, 2007. "Uniform vs. Discriminatory Auctions with Variable Supply - Experimental Evidence," Working Papers 0460, University of Heidelberg, Department of Economics, revised Nov 2007.
  16. Rydqvist, Kristian & Wu, Mark, 2016. "Pre-auction inventory and bidding behavior: Evidence from Canadian Treasury auctions," Journal of Financial Markets, Elsevier, vol. 30(C), pages 78-102.
  17. Song, Zhaogang & Zhu, Haoxiang, 2014. "QE Auctions of Treasury Bonds," Finance and Economics Discussion Series 2014-48, Board of Governors of the Federal Reserve System (U.S.).
  18. Espinosa, Miguel & Forero, German & Villaneda, Felipe, 2011. "The practice of the auction theory: The Colombian case," MPRA Paper 31150, University Library of Munich, Germany.
  19. Francisco Alvarez & Cristina Mazón, 2016. "Price volatility in the secondary market and bidders’ heterogeneous behavior in Spanish Treasury auctions," Empirical Economics, Springer, vol. 50(4), pages 1435-1466, June.
  20. Pamela Cardozo, 2013. "Bidders´ Behaviour in Government Securities Auctions: A case study for Colombia," BORRADORES DE ECONOMIA 010501, BANCO DE LA REPÚBLICA.
  21. Bourjade, Sylvain, 2003. "Strategic Price Discounting and Rationing in Uniform Price Auctions," MPRA Paper 7260, University Library of Munich, Germany, revised Oct 2007.
  22. Boyarchenko, Nina & Lucca, David O. & Veldkamp, Laura, 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.
  23. Ping Zhang, 2009. "Characterization of Pure Strategy Equilibria in Uniform Price IPO Auctions," Discussion Papers 2009-05, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  24. McAdams, David, 2007. "Adjustable supply in uniform price auctions: Non-commitment as a strategic tool," Economics Letters, Elsevier, vol. 95(1), pages 48-53, April.
  25. Orly Sade & Charles Schnitzlein & Jaime Zender, 2006. "Competition and cooperation in divisible good auctions: An experimental examination," Artefactual Field Experiments 00105, The Field Experiments Website.
  26. Mika Vaihekoski, 2011. "History of financial research and education in Finland," The European Journal of Finance, Taylor & Francis Journals, vol. 17(5-6), pages 339-354.
  27. Peter Molnár, 2013. "Uniform price auctions with profit maximizing seller," Economics Bulletin, AccessEcon, vol. 33(3), pages 1840-1846.
  28. Ping Zhang, 2009. "Characterization of Pure Strategy Equilibria in Uniform Price IPO Auctions," Discussion Papers 2009-05, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  29. Rafael Romeu & Lawrence Ausubel, 2005. "Bidder Participation and Information in Currency Auctions," IMF Working Papers 05/157, .
  30. Vaihekoski, Mika, 2008. "History of finance research and education in Finland : the first thirty years," Research Discussion Papers 18/2008, Bank of Finland.
  31. Longstaff, Francis A & Han, Bing & Merrill, Craig, 2004. "Revenue Implications of Multi-Item Multi-Unit Auction Designs: Empirical Evidence from the U.S. Treasury Buyback Auctions," University of California at Los Angeles, Anderson Graduate School of Management qt7344v866, Anderson Graduate School of Management, UCLA.
  32. Zhang, Ning, 2009. "Market performance and bidders' bidding behavior in the New York Transmission Congestion Contract market," Energy Economics, Elsevier, vol. 31(1), pages 61-68, January.
  33. Habib, Michel A. & Ziegler, Alexandre, 2007. "Why government bonds are sold by auction and corporate bonds by posted-price selling," Journal of Financial Intermediation, Elsevier, vol. 16(3), pages 343-367, July.
  34. Michał Krawczyk, 2009. "Demand functions in Polish Treasury auctions," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 40(4), pages 31-49.
  35. Atanasov, Vladimir & Merrick, John, 2011. "Financial asset demand is elastic: Evidence from new issues of Federal Home Loan Bank debt," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3225-3239.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.