Kenneth A. Kavajecz : rechercher sur Z-Library

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1

Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve

MICHAEL W. BRANDT, KENNETH A. KAVAJECZ

Journal:

The Journal of Finance

Année:

2004

Langue:

english

Fichier:

PDF, 185 KB

english, 2004

2

What Does Equity Sector Orderflow Tell Us About the Economy?

Beber, Alessandro, Brandt, Michael W., Kavajecz, Kenneth A.

Journal:

Review of Financial Studies

Année:

2011

Langue:

english

Fichier:

PDF, 742 KB

english, 2011

3

Trading strategies during circuit breakers and extreme market movements

Michael A. Goldstein, Kenneth A. Kavajecz

Journal:

Journal of Financial Markets

Année:

2004

Langue:

english

Fichier:

PDF, 450 KB

english, 2004

4

A Specialist's Quoted Depth and the Limit Order Book

Kenneth A. Kavajecz

Journal:

The Journal of Finance

Année:

1999

Langue:

english

Fichier:

PDF, 118 KB

english, 1999

5

Volatility and market structure

Kenneth A Kavajecz, Elizabeth R Odders-White

Journal:

Journal of Financial Markets

Année:

2001

Langue:

english

Fichier:

PDF, 176 KB

english, 2001

6

What Does Equity Sector Orderflow Tell Us About the Economy?

Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz

Journal:

Review of Financial Studies

Année:

2011

Langue:

english

Fichier:

PDF, 3.60 MB

english, 2011

7

Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve

Michael W. Brandt and Kenneth A. Kavajecz

Journal:

The Journal of Finance

Année:

2004

Langue:

english

Fichier:

PDF, 4.17 MB

english, 2004

8

A Specialist's Quoted Depth and the Limit Order Book

Kenneth A. Kavajecz

Journal:

The Journal of Finance

Année:

1999

Langue:

english

Fichier:

PDF, 622 KB

english, 1999

9

Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE

Michael A. Goldstein, Kenneth A. Kavajecz

Journal:

Journal of Financial Economics

Année:

2000

Langue:

english

Fichier:

PDF, 411 KB

english, 2000

10

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

Beber, Alessandro, Brandt, Michael W., Kavajecz, Kenneth A.

Journal:

Review of Financial Studies

Année:

2009

Langue:

english

Fichier:

PDF, 425 KB

english, 2009

11

Packaging Liquidity: Blind Auctions and Transaction Efficiencies

Kenneth A. Kavajecz and Donald B. Keim

Journal:

Journal of Financial and Quantitative Analysis

Année:

2005

Langue:

english

Fichier:

PDF, 3.18 MB

english, 2005

12

Packaging Liquidity: Blind Auctions and Transaction Efficiencies

Kavajecz, Kenneth A., Keim, Donald B.

Journal:

Journal of Financial and Quantitative Analysis

Année:

2005

Langue:

english

Fichier:

PDF, 256 KB

english, 2005

13

Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the Nyse

Goldstein, Michael A., Kavajecz, Kenneth A.

Journal:

SSRN Electronic Journal

Année:

1999

Langue:

english

Fichier:

PDF, 137 KB

english, 1999

14

Mutual fund performance: Using bespoke benchmarks to disentangle mandates, constraints and skill

Beber, Alessandro, Brandt, Michael W., Cen, Jason, Kavajecz, Kenneth A.

Journal:

Journal of Empirical Finance

Année:

2020

Fichier:

PDF, 1.87 MB

2020

15

Price discovery in the treasury futures market

Michael W. Brandt, Kenneth A. Kavajecz, Shane E. Underwood

Journal:

Journal of Futures Markets

Année:

2007

Langue:

english

Fichier:

PDF, 165 KB

english, 2007

16

A SPECIALIST'S QUOTED DEPTH AS A STRATEGIC CHOICE VARIABLE: AN APPLICATION TO SPREAD DECOMPOSITION MODELS

Cecilia Caglio, Kenneth A. Kavajecz

Journal:

Journal of Financial Research

Année:

2006

Langue:

english

Fichier:

PDF, 217 KB

english, 2006

17

On the presence and market-structure of exchanges around the world

Matthew J. Clayton, Bjorn N. Jorgensen, Kenneth A. Kavajecz

Journal:

Journal of Financial Markets

Année:

2006

Langue:

english

Fichier:

PDF, 247 KB

english, 2006

18

Rationality of Preliminary Money Stock Estimates

Kenneth Kavajecz and Sean Collins

Journal:

Review of Economics and Statistics

Année:

1995

Langue:

english

Fichier:

PDF, 444 KB

english, 1995

19

Technical Analysis and Liquidity Provision

Kenneth A. Kavajecz and Elizabeth R. Odders-White

Journal:

Review of Financial Studies

Année:

2004

Langue:

english

Fichier:

PDF, 1.09 MB

english, 2004

20

An Examination of Changes in Specialists' Posted Price Schedules

Kenneth A. Kavajecz and Elizabeth R. Odders-White

Journal:

Review of Financial Studies

Année:

2001

Langue:

english

Fichier:

PDF, 652 KB

english, 2001

21

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz

Journal:

Review of Financial Studies

Année:

2009

Langue:

english

Fichier:

PDF, 3.72 MB

english, 2009

22

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

Beber, Alessandro, Brandt, Michael W., Kavajecz, Kenneth A.

Journal:

SSRN Electronic Journal

Année:

2006

Langue:

english

Fichier:

PDF, 834 KB

english, 2006

23

Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill

Beber, Alessandro, Brandt, Michael W., Cen, Jason, Kavajecz, Kenneth A.

Journal:

SSRN Electronic Journal

Année:

2018

Langue:

english

Fichier:

PDF, 2.12 MB

english, 2018

24

What Does Equity Sector Orderflow Tell Us About the Economy?

Beber, Alessandro, Brandt, Michael W., Kavajecz, Kenneth A.

Journal:

SSRN Electronic Journal

Année:

2008

Langue:

english

Fichier:

PDF, 712 KB

english, 2008

25

Price Discovery in the Treasury Futures Market

Brandt, Michael W., Underwood, Shane, Kavajecz, Kenneth A.

Journal:

SSRN Electronic Journal

Année:

2006

Langue:

english

Fichier:

PDF, 121 KB

english, 2006

26

Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill

Beber, Alessandro, Brandt, Michael W., Kavajecz, Kenneth A.

Journal:

SSRN Electronic Journal

Année:

2013

Langue:

english

Fichier:

PDF, 216 KB

english, 2013

27

Technical Analysis and Liquidity Provision

Kavajecz, Kenneth A., Odders-White, Elizabeth R.

Journal:

SSRN Electronic Journal

Année:

2002

Fichier:

PDF, 303 KB

2002

28

Technical Analysis and Liquidity Provision

Kavajecz, Kenneth A., Odders-White, Elizabeth R.

Journal:

SSRN Electronic Journal

Année:

2002

Langue:

english

Fichier:

PDF, 303 KB

english, 2002